+33.0%
ALB vs AME
+438.4%
-405.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.3% | -4.3% |
| 7D | +5.3% | -4.1% | +9.4% | +8.0% |
| 30D | -6.3% | -4.1% | -2.1% | -4.1% |
| 3M | -27.4% | -5.6% | -21.8% | -25.2% |
| 6M | -53.1% | +2.8% | -55.9% | -55.2% |
| YTD | -32.3% | +16.6% | -48.9% | -42.3% |
| 1Y | -7.3% | +21.1% | -28.4% | -23.6% |
| 3Y | -14.9% | +61.1% | -76.0% | -46.5% |
| 5Y | -62.0% | +76.6% | -138.6% | -77.8% |
| 10Y | +33.0% | +431.3% | -398.3% | -58.8% |
| All | +33.0% | +438.4% | -405.4% | -58.8% |
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 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