+57.5%
AME vs A
+29.5%
+28.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.7% |
| 7D | +2.8% | -2.1% | +4.8% | +3.3% |
| 30D | -6.3% | +0.6% | -6.9% | -6.6% |
| 3M | +5.4% | +10.9% | -5.5% | +2.2% |
| 6M | +7.4% | +28.2% | -20.7% | -0.5% |
| YTD | +16.2% | +8.6% | +7.6% | +12.8% |
| 1Y | +26.8% | +15.5% | +11.3% | +20.6% |
| 3Y | +57.5% | +31.8% | +25.7% | +41.7% |
| All | +57.5% | +29.5% | +28.0% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling