+428.5%
AME vs BBWI
-58.2%
+486.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.3% | +5.7% | +0.5% |
| 7D | +1.3% | -4.4% | +5.7% | +2.1% |
| 30D | -6.6% | -7.4% | +0.8% | -5.6% |
| 3M | +3.0% | -2.2% | +5.2% | +2.6% |
| 6M | +5.3% | -16.3% | +21.6% | +7.1% |
| YTD | +15.4% | -9.1% | +24.6% | +15.1% |
| 1Y | +26.8% | -34.5% | +61.3% | +33.0% |
| 3Y | +56.5% | -47.0% | +103.5% | +64.2% |
| 5Y | +85.2% | -68.8% | +154.1% | +108.4% |
| 10Y | +428.5% | -57.4% | +485.9% | +335.7% |
| All | +428.5% | -58.2% | +486.8% | +335.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling