+36.8%
AME vs AS
+133.7%
-96.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.3% | -3.7% | -5.6% |
| 7D | -11.4% | +7.1% | -18.5% | -12.4% |
| 30D | -12.1% | +12.8% | -24.9% | -13.7% |
| 3M | -12.3% | -14.7% | +2.4% | -10.5% |
| 6M | -4.6% | -9.9% | +5.3% | -3.6% |
| YTD | +9.1% | -16.1% | +25.3% | +10.9% |
| 1Y | +13.3% | +0.2% | +13.1% | +12.4% |
| All | +36.8% | +133.7% | -96.9% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling