+441.6%
AME vs A
+308.8%
+132.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | +1.1% | -0.1% | +1.2% | +1.2% |
| 30D | -4.1% | +3.3% | -7.4% | -5.4% |
| 3M | -6.3% | +18.5% | -24.9% | -13.5% |
| 6M | +3.5% | +59.3% | -55.8% | -17.6% |
| YTD | +17.3% | +31.0% | -13.7% | +1.8% |
| 1Y | +22.0% | +19.3% | +2.7% | +10.7% |
| 3Y | +62.0% | +66.8% | -4.8% | +18.5% |
| 5Y | +78.5% | +15.5% | +63.0% | +54.9% |
| 10Y | +441.6% | +312.3% | +129.3% | +144.0% |
| All | +441.6% | +308.8% | +132.8% | +144.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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