+26.9%
ALL vs AME
+21.9%
+5.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | +0.3% |
| 7D | -3.9% | -1.5% | -2.3% | -4.0% |
| 30D | +10.6% | -4.2% | +14.8% | +10.1% |
| 3M | -4.6% | -5.9% | +1.4% | -5.1% |
| 6M | +20.2% | +2.8% | +17.4% | +20.1% |
| YTD | +23.7% | +16.6% | +7.1% | +22.4% |
| All | +26.9% | +21.9% | +5.0% | +24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling