-18.4%
AA vs AME
+0.9%
-19.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.8% |
| 7D | -0.7% | +0.6% | -1.3% | -1.0% |
| 30D | +5.0% | -6.7% | +11.7% | +8.8% |
| 3M | -35.8% | +4.1% | -39.9% | -37.0% |
| 6M | -18.4% | +1.6% | -20.0% | -16.3% |
| All | -18.4% | +0.9% | -19.2% | -16.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling