+1,296.6%
AME vs ACWI
+356.8%
+939.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +0.6% | +0.5% | +0.1% | +0.1% |
| 30D | -6.7% | +0.9% | -7.6% | -7.5% |
| 3M | +4.1% | +2.4% | +1.7% | +1.6% |
| 6M | +1.6% | +12.4% | -10.8% | -9.5% |
| YTD | +16.1% | +15.2% | +1.0% | +1.0% |
| 1Y | +27.3% | +22.7% | +4.6% | +3.8% |
| 3Y | +50.9% | +75.8% | -24.9% | -14.6% |
| 5Y | +81.4% | +67.7% | +13.6% | +7.0% |
| 10Y | +417.0% | +229.0% | +188.0% | +60.7% |
| All | +1,296.6% | +356.8% | +939.8% | +239.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling