+291.9%
AA vs AME
+18,709.1%
-18,417.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -3.0% |
| 7D | -0.7% | +0.6% | -1.3% | -1.1% |
| 30D | +5.0% | -6.7% | +11.7% | +9.1% |
| 3M | -35.8% | +4.1% | -39.9% | -37.4% |
| 6M | -18.4% | +1.6% | -20.0% | -19.6% |
| YTD | -5.5% | +16.1% | -21.6% | -13.9% |
| 1Y | +61.0% | +27.3% | +33.6% | +38.6% |
| 3Y | +66.2% | +50.9% | +15.4% | +29.9% |
| 5Y | +11.4% | +81.4% | -70.0% | -21.0% |
| 10Y | +116.9% | +417.0% | -300.1% | -4.7% |
| All | +291.9% | +18,709.1% | -18,417.2% | -36.8% |
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