+40.3%
AME vs AS
+134.9%
-94.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.1% | +2.5% |
| 7D | -5.2% | +6.9% | -12.1% | -6.1% |
| 30D | -8.0% | +16.0% | -24.0% | -10.1% |
| 3M | -8.9% | -12.8% | +3.9% | -7.3% |
| 6M | -5.0% | -15.4% | +10.4% | -3.1% |
| YTD | +11.9% | -15.7% | +27.6% | +13.7% |
| 1Y | +16.6% | +6.1% | +10.6% | +14.8% |
| All | +40.3% | +134.9% | -94.6% | +24.9% |
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