+199.6%
AME vs ALC
+32.2%
+167.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | -1.5% | +2.1% | -3.6% | -2.6% |
| 30D | -4.2% | +17.2% | -21.4% | -10.6% |
| 3M | -5.9% | +4.6% | -10.6% | -8.3% |
| 6M | +2.8% | +20.1% | -17.3% | -6.0% |
| YTD | +16.6% | -4.2% | +20.8% | +16.6% |
| 1Y | +22.1% | +2.1% | +20.0% | +18.5% |
| 3Y | +64.7% | +4.5% | +60.2% | +51.8% |
| 5Y | +76.6% | -12.3% | +88.9% | +75.1% |
| All | +199.6% | +32.2% | +167.4% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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