+48.5%
AME vs AS
+123.4%
-74.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.6% |
| 7D | +5.9% | -4.9% | +10.7% | +6.6% |
| 30D | -1.9% | +3.9% | -5.8% | -2.5% |
| 3M | -5.4% | -9.6% | +4.2% | -4.2% |
| 6M | +4.9% | -8.7% | +13.6% | +5.8% |
| YTD | +18.5% | -19.8% | +38.3% | +21.2% |
| 1Y | +25.5% | -1.5% | +27.0% | +24.8% |
| All | +48.5% | +123.4% | -74.9% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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