+75.7%
AA vs AME
+63.1%
+12.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.2% | +1.6% | +2.8% |
| 7D | +4.8% | -1.5% | +6.3% | +5.6% |
| 30D | -0.6% | -4.2% | +3.5% | +2.1% |
| 3M | -16.3% | -5.9% | -10.3% | -13.1% |
| 6M | -33.4% | +2.8% | -36.2% | -35.3% |
| YTD | -20.7% | +16.6% | -37.3% | -30.9% |
| 1Y | +12.9% | +22.1% | -9.2% | -5.0% |
| 3Y | +75.7% | +64.7% | +11.0% | +9.5% |
| All | +75.7% | +63.1% | +12.6% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling