+87.3%
ALB vs AME
+425.2%
-337.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.3% |
| 7D | -8.6% | +1.3% | -9.9% | -9.7% |
| 30D | -4.0% | -6.6% | +2.5% | +1.1% |
| 3M | -17.4% | +3.0% | -20.4% | -20.1% |
| 6M | -25.4% | +5.3% | -30.7% | -29.6% |
| YTD | -10.5% | +15.4% | -26.0% | -21.9% |
| 1Y | +75.8% | +26.8% | +49.0% | +40.8% |
| 3Y | -28.5% | +56.5% | -85.0% | -53.0% |
| 5Y | -45.1% | +85.2% | -130.4% | -68.6% |
| 10Y | +87.3% | +428.5% | -341.2% | -39.3% |
| All | +87.3% | +425.2% | -337.9% | -39.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling