+441.6%
AME vs ACWI
+227.3%
+214.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | -0.7% |
| 7D | +1.1% | -0.7% | +1.8% | +1.9% |
| 30D | -4.1% | -2.0% | -2.1% | -1.9% |
| 3M | -6.3% | -2.2% | -4.2% | -4.1% |
| 6M | +3.5% | +1.9% | +1.7% | +1.6% |
| YTD | +17.3% | +12.0% | +5.3% | +4.1% |
| 1Y | +22.0% | +12.5% | +9.5% | +7.7% |
| 3Y | +62.0% | +75.4% | -13.4% | -12.4% |
| 5Y | +78.5% | +61.5% | +17.0% | +5.4% |
| 10Y | +441.6% | +227.1% | +214.5% | +42.9% |
| All | +441.6% | +227.3% | +214.3% | +42.9% |
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