+21.3%
AME vs A
+22.0%
-0.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | -4.1% | +1.4% | -5.5% | -4.4% |
| 30D | -4.1% | +4.3% | -8.4% | -4.9% |
| 3M | -5.6% | +19.8% | -25.4% | -8.9% |
| 6M | +2.8% | +54.4% | -51.5% | -6.0% |
| YTD | +16.6% | +31.7% | -15.1% | +10.6% |
| All | +21.3% | +22.0% | -0.7% | +20.1% |
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 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