+3.2%
AME vs AS
-8.6%
+11.8%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +5.1% | -9.7% | -5.3% |
| 7D | -4.4% | +13.8% | -18.2% | -6.4% |
| 30D | -5.9% | +16.7% | -22.6% | -8.2% |
| 3M | -6.5% | -11.5% | +5.0% | -4.8% |
| 6M | +3.2% | -5.5% | +8.7% | +2.6% |
| All | +3.2% | -8.6% | +11.8% | +2.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling