+1,245.4%
AME vs ACWI
+330.0%
+915.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.6% | +2.6% |
| 7D | -5.2% | -2.4% | -2.8% | -2.9% |
| 30D | -8.0% | -5.2% | -2.8% | -3.0% |
| 3M | -8.9% | -4.8% | -4.1% | -4.2% |
| 6M | -5.0% | -1.3% | -3.7% | -3.6% |
| YTD | +11.9% | +8.4% | +3.5% | +3.4% |
| 1Y | +16.6% | +11.0% | +5.6% | +5.3% |
| 3Y | +62.5% | +70.6% | -8.1% | -5.1% |
| 5Y | +67.6% | +55.3% | +12.3% | +6.8% |
| 10Y | +450.4% | +223.2% | +227.2% | +74.7% |
| All | +1,245.4% | +330.0% | +915.4% | +247.2% |
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