+438.3%
AME vs ALM
+1,942.8%
-1,504.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.5% | +7.1% | +0.8% |
| 7D | +8.1% | -4.0% | +12.1% | +8.2% |
| 30D | -3.8% | -30.5% | +26.7% | -2.6% |
| 3M | -6.6% | -46.9% | +40.3% | -4.8% |
| 6M | +4.6% | -65.5% | +70.1% | +7.7% |
| YTD | +17.9% | -13.4% | +31.3% | +17.9% |
| 1Y | +23.2% | +9.8% | +13.5% | +22.3% |
| 3Y | +62.9% | +783.1% | -720.2% | +51.1% |
| 5Y | +77.5% | +378.3% | -300.8% | +65.7% |
| All | +438.3% | +1,942.8% | -1,504.5% | +414.9% |
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