+62.5%
AME vs A
+64.2%
-1.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +2.1% |
| 7D | -5.2% | -0.1% | -5.1% | -5.1% |
| 30D | -8.0% | +3.4% | -11.4% | -8.8% |
| 3M | -8.9% | +23.8% | -32.7% | -14.1% |
| 6M | -5.0% | +49.0% | -54.0% | -15.3% |
| YTD | +11.9% | +29.4% | -17.5% | +3.7% |
| 1Y | +16.6% | +19.4% | -2.7% | +10.8% |
| 3Y | +62.5% | +66.2% | -3.7% | +39.9% |
| All | +62.5% | +64.2% | -1.8% | +39.9% |
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 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