+228.8%
AA vs AME
+18,777.7%
-18,548.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.2% | +1.6% | +3.3% |
| 7D | +4.8% | -1.5% | +6.3% | +5.6% |
| 30D | -0.6% | -4.2% | +3.5% | +1.7% |
| 3M | -16.3% | -5.9% | -10.3% | -13.6% |
| 6M | -33.4% | +2.8% | -36.2% | -34.7% |
| YTD | -20.7% | +16.6% | -37.3% | -28.1% |
| 1Y | +12.9% | +22.1% | -9.2% | -0.3% |
| 3Y | +75.7% | +64.7% | +11.0% | +30.1% |
| 5Y | -6.8% | +76.6% | -83.4% | -32.9% |
| 10Y | +53.6% | +443.9% | -390.2% | -34.5% |
| All | +228.8% | +18,777.7% | -18,548.9% | -47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling