+438.5%
AME vs A
+311.0%
+127.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.6% |
| 7D | -4.1% | +1.4% | -5.5% | -4.7% |
| 30D | -4.1% | +4.3% | -8.4% | -5.9% |
| 3M | -5.6% | +19.8% | -25.4% | -13.3% |
| 6M | +2.8% | +54.4% | -51.5% | -16.9% |
| YTD | +16.6% | +31.7% | -15.1% | +1.0% |
| 1Y | +21.1% | +22.4% | -1.4% | +8.5% |
| 3Y | +61.1% | +67.7% | -6.6% | +17.6% |
| 5Y | +76.6% | +15.7% | +60.8% | +53.2% |
| All | +438.5% | +311.0% | +127.5% | +142.0% |
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