+62.5%
AME vs ALM
+825.4%
-762.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +2.4% |
| 7D | -5.2% | -6.7% | +1.5% | -4.8% |
| 30D | -8.0% | -32.9% | +24.9% | -6.2% |
| 3M | -8.9% | -39.5% | +30.6% | -6.9% |
| 6M | -5.0% | -62.0% | +57.0% | -1.4% |
| YTD | +11.9% | -7.8% | +19.7% | +12.3% |
| 1Y | +16.6% | +26.7% | -10.0% | +15.8% |
| 3Y | +62.5% | +825.4% | -762.9% | +54.8% |
| All | +62.5% | +825.4% | -762.9% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling