+3.3%
AA vs AME
+21.6%
-18.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.3% |
| 7D | +1.1% | +1.1% | 0.0% | +0.5% |
| 30D | -1.3% | -4.1% | +2.8% | +0.8% |
| 3M | -23.9% | -6.3% | -17.6% | -21.0% |
| 6M | -36.8% | +3.5% | -40.4% | -38.7% |
| YTD | -22.2% | +17.3% | -39.4% | -36.2% |
| All | +3.3% | +21.6% | -18.2% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling