+45.0%
AA vs AME
+438.4%
-393.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | +1.2% | -4.1% | +5.4% | +5.2% |
| 30D | -5.0% | -4.1% | -0.9% | -1.5% |
| 3M | -22.2% | -5.6% | -16.6% | -18.7% |
| 6M | -36.3% | +2.8% | -39.2% | -39.0% |
| YTD | -24.2% | +16.6% | -40.8% | -36.9% |
| 1Y | +3.9% | +21.1% | -17.2% | -16.8% |
| 3Y | +67.6% | +61.1% | +6.5% | -3.3% |
| 5Y | -8.8% | +76.6% | -85.4% | -52.6% |
| 10Y | +45.0% | +431.3% | -386.4% | -69.5% |
| All | +45.0% | +438.4% | -393.4% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling