+441.6%
AME vs BBWI
-45.0%
+486.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +1.1% | -7.7% | +8.8% | +2.6% |
| 30D | -4.1% | +24.8% | -28.8% | -8.1% |
| 3M | -6.3% | +16.2% | -22.6% | -9.6% |
| 6M | +3.5% | +15.8% | -12.3% | -0.7% |
| YTD | +17.3% | +11.4% | +5.8% | +12.2% |
| 1Y | +22.0% | +3.2% | +18.8% | +17.2% |
| 3Y | +62.0% | -23.5% | +85.5% | +58.2% |
| 5Y | +78.5% | -67.4% | +145.9% | +99.5% |
| 10Y | +441.6% | -46.0% | +487.6% | +338.2% |
| All | +441.6% | -45.0% | +486.6% | +338.2% |
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