+84.5%
AME vs AR
+143.7%
-59.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | +0.6% | +2.5% | -1.9% | +0.4% |
| 30D | -6.7% | +14.8% | -21.5% | -7.8% |
| 3M | +4.1% | +6.2% | -2.2% | +3.4% |
| 6M | +1.6% | +4.3% | -2.7% | +0.7% |
| YTD | +16.1% | +14.4% | +1.8% | +13.8% |
| 1Y | +27.3% | +21.3% | +6.0% | +23.6% |
| 3Y | +50.9% | +39.8% | +11.1% | +42.5% |
| All | +84.5% | +143.7% | -59.3% | +62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling