+438.3%
AME vs AR
+57.2%
+381.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.4% |
| 7D | +8.1% | +6.4% | +1.7% | +7.4% |
| 30D | -3.8% | +3.1% | -6.9% | -4.1% |
| 3M | -6.6% | +3.3% | -9.9% | -7.1% |
| 6M | +4.6% | +6.6% | -2.0% | +3.5% |
| YTD | +17.9% | +12.3% | +5.6% | +15.5% |
| 1Y | +23.2% | +12.3% | +10.9% | +20.6% |
| 3Y | +62.9% | +50.4% | +12.5% | +52.1% |
| 5Y | +77.5% | +101.0% | -23.5% | +56.5% |
| All | +438.3% | +57.2% | +381.1% | +351.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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