+440.7%
AME vs A
+302.9%
+137.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | +5.9% | -0.5% | +6.3% | +6.1% |
| 30D | -1.9% | 0.0% | -1.9% | -1.8% |
| 3M | -5.4% | +16.7% | -22.1% | -12.0% |
| 6M | +4.9% | +54.8% | -49.9% | -15.4% |
| YTD | +18.5% | +28.8% | -10.3% | +3.6% |
| 1Y | +25.5% | +19.3% | +6.1% | +13.7% |
| 3Y | +63.0% | +65.5% | -2.5% | +19.5% |
| 5Y | +78.3% | +12.1% | +66.2% | +57.1% |
| All | +440.7% | +302.9% | +137.8% | +143.1% |
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