+19.1%
AA vs AME
+85.0%
-66.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +1.7% | +2.8% | -1.1% | -0.7% |
| 30D | +3.3% | -6.3% | +9.6% | +8.7% |
| 3M | -29.4% | +5.4% | -34.8% | -32.8% |
| 6M | -12.8% | +7.4% | -20.3% | -19.0% |
| YTD | -2.1% | +16.2% | -18.3% | -15.2% |
| 1Y | +62.8% | +26.8% | +35.9% | +29.9% |
| 3Y | +90.5% | +57.5% | +33.0% | +22.3% |
| 5Y | +19.1% | +84.8% | -65.8% | -37.0% |
| All | +19.1% | +85.0% | -66.0% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling