+200.9%
AEP vs AMBA
+4.3%
+196.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.3% |
| 7D | -1.6% | -2.7% | +1.1% | -1.5% |
| 30D | +4.1% | -10.5% | +14.6% | +4.3% |
| 3M | +4.1% | -26.4% | +30.5% | +4.6% |
| 6M | -1.0% | -20.9% | +19.9% | -1.0% |
| YTD | +13.4% | -14.8% | +28.2% | +13.1% |
| 1Y | +6.7% | -36.1% | +42.8% | +7.1% |
| 3Y | +81.3% | +20.2% | +61.0% | +75.7% |
| 5Y | +80.1% | -67.2% | +147.3% | +79.8% |
| 10Y | +200.9% | +4.9% | +195.9% | +173.4% |
| All | +200.9% | +4.3% | +196.6% | +173.4% |
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