+424.3%
AME vs ALM
+3,219.4%
-2,795.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.8% | -8.8% | -0.3% |
| 7D | +2.8% | +8.4% | -5.6% | +2.5% |
| 30D | -6.3% | +34.8% | -41.1% | -7.3% |
| 3M | +5.4% | +16.2% | -10.8% | +4.5% |
| 6M | +7.4% | +2.1% | +5.3% | +6.6% |
| YTD | +16.2% | +117.0% | -100.9% | +12.7% |
| 1Y | +26.8% | +313.9% | -287.0% | +20.6% |
| 3Y | +57.5% | +2,327.9% | -2,270.4% | +41.1% |
| 5Y | +84.8% | +1,040.6% | -955.8% | +67.7% |
| 10Y | +424.3% | +3,219.4% | -2,795.1% | +375.5% |
| All | +424.3% | +3,219.4% | -2,795.1% | +375.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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