+443.9%
AME vs ALM
+2,221.4%
-1,777.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.1% | -3.9% | +3.9% |
| 7D | -1.5% | +0.7% | -2.3% | -1.5% |
| 30D | -4.2% | -26.1% | +21.9% | -3.2% |
| 3M | -5.9% | -38.1% | +32.2% | -4.6% |
| 6M | +2.8% | -55.4% | +58.2% | +5.0% |
| YTD | +16.6% | -0.4% | +17.0% | +16.0% |
| 1Y | +22.1% | +25.4% | -3.2% | +20.7% |
| 3Y | +64.7% | +907.8% | -843.1% | +52.3% |
| 5Y | +76.6% | +440.2% | -363.6% | +64.4% |
| 10Y | +443.9% | +2,031.1% | -1,587.3% | +419.9% |
| All | +443.9% | +2,221.4% | -1,777.6% | +419.9% |
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