+371.6%
ALL vs AME
+444.5%
-72.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.2% |
| 7D | +5.0% | +5.9% | -0.8% | +2.4% |
| 30D | +13.3% | -1.9% | +15.2% | +13.6% |
| 3M | +3.2% | -5.4% | +8.5% | +4.8% |
| 6M | +25.3% | +4.9% | +20.4% | +20.4% |
| YTD | +30.5% | +18.5% | +12.0% | +17.2% |
| 1Y | +29.2% | +25.5% | +3.7% | +12.7% |
| 3Y | +119.1% | +63.0% | +56.1% | +62.2% |
| 5Y | +162.6% | +78.3% | +84.3% | +82.1% |
| All | +371.6% | +444.5% | -72.8% | +101.8% |
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