+428.5%
AME vs A
+236.6%
+191.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | 0.0% |
| 7D | +1.3% | -4.4% | +5.7% | +3.4% |
| 30D | -6.6% | -2.7% | -3.9% | -5.7% |
| 3M | +3.0% | +7.0% | -4.1% | -0.7% |
| 6M | +5.3% | +24.6% | -19.3% | -6.5% |
| YTD | +15.4% | +7.0% | +8.4% | +9.8% |
| 1Y | +26.8% | +15.6% | +11.2% | +15.6% |
| 3Y | +56.5% | +29.9% | +26.6% | +28.4% |
| 5Y | +85.2% | -15.4% | +100.6% | +88.0% |
| 10Y | +428.5% | +248.9% | +179.7% | +144.5% |
| All | +428.5% | +236.6% | +191.9% | +144.5% |
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