+20.4%
AME vs BBWI
+2.4%
+18.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.1% | -8.7% | -4.9% |
| 7D | -4.4% | +8.8% | -13.2% | -5.0% |
| 30D | -5.9% | +34.8% | -40.7% | -7.9% |
| 3M | -6.5% | +12.9% | -19.5% | -7.5% |
| 6M | +3.2% | +29.6% | -26.4% | +0.8% |
| YTD | +16.0% | +20.8% | -4.8% | +14.2% |
| 1Y | +20.4% | +4.1% | +16.4% | +18.7% |
| All | +20.4% | +2.4% | +18.1% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling