+187.6%
AME vs ALC
+31.8%
+155.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.7% | +3.4% |
| 7D | -5.2% | +4.9% | -10.0% | -7.2% |
| 30D | -8.0% | +19.0% | -27.0% | -14.8% |
| 3M | -8.9% | +7.8% | -16.7% | -12.3% |
| 6M | -5.0% | +14.6% | -19.6% | -11.3% |
| YTD | +11.9% | -4.4% | +16.3% | +12.0% |
| 1Y | +16.6% | +1.4% | +15.2% | +13.5% |
| 3Y | +62.5% | +2.5% | +60.0% | +51.2% |
| 5Y | +67.6% | -10.9% | +78.5% | +64.5% |
| All | +187.6% | +31.8% | +155.7% | +100.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling