+22.0%
AME vs A
+21.4%
+0.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +1.1% | -0.1% | +1.2% | +1.2% |
| 30D | -4.1% | +3.3% | -7.4% | -4.6% |
| 3M | -6.3% | +18.5% | -24.9% | -9.4% |
| 6M | +3.5% | +59.3% | -55.8% | -6.5% |
| YTD | +17.3% | +31.0% | -13.7% | +11.4% |
| 1Y | +22.0% | +19.3% | +2.7% | +20.9% |
| All | +22.0% | +21.4% | +0.7% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling