+438.3%
AME vs ACWI
+225.4%
+212.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +1.2% |
| 7D | +8.1% | +2.7% | +5.4% | +5.1% |
| 30D | -3.8% | -2.6% | -1.2% | -1.0% |
| 3M | -6.6% | -3.2% | -3.5% | -3.3% |
| 6M | +4.6% | +1.9% | +2.7% | +2.6% |
| YTD | +17.9% | +11.3% | +6.6% | +5.3% |
| 1Y | +23.2% | +11.7% | +11.6% | +9.7% |
| 3Y | +62.9% | +74.4% | -11.5% | -11.4% |
| 5Y | +77.5% | +59.5% | +18.0% | +6.4% |
| All | +438.3% | +225.4% | +212.9% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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