+217.4%
AEE vs AMBA
+4.3%
+213.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.2% |
| 7D | +3.0% | -2.6% | +5.6% | +3.1% |
| 30D | +11.2% | -10.5% | +21.7% | +11.6% |
| 3M | +7.0% | -26.4% | +33.4% | +7.9% |
| 6M | +5.7% | -20.9% | +26.6% | +5.8% |
| YTD | +16.2% | -14.8% | +31.0% | +15.6% |
| 1Y | +12.0% | -36.1% | +48.1% | +12.8% |
| 3Y | +63.4% | +20.2% | +43.1% | +56.1% |
| 5Y | +56.0% | -67.2% | +123.3% | +56.1% |
| 10Y | +217.4% | +5.0% | +212.4% | +174.1% |
| All | +217.4% | +4.3% | +213.0% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling