+368.4%
ALL vs AME
+438.4%
-70.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | -0.1% | -4.1% | +4.0% | +1.4% |
| 30D | +13.8% | -4.1% | +17.9% | +15.2% |
| 3M | -2.8% | -5.6% | +2.9% | -1.2% |
| 6M | +23.7% | +2.8% | +20.8% | +19.8% |
| YTD | +27.3% | +16.6% | +10.7% | +15.1% |
| 1Y | +30.5% | +21.1% | +9.5% | +15.8% |
| 3Y | +113.0% | +61.1% | +51.9% | +58.5% |
| 5Y | +157.6% | +76.6% | +81.0% | +79.2% |
| 10Y | +368.4% | +431.3% | -62.9% | +101.5% |
| All | +368.4% | +438.4% | -70.0% | +101.5% |
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