+431.3%
AME vs BBWI
-44.4%
+475.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -4.1% | -4.2% | +0.1% | -3.4% |
| 30D | -4.1% | +24.9% | -29.0% | -8.2% |
| 3M | -5.6% | +13.2% | -18.8% | -8.5% |
| 6M | +2.8% | +12.1% | -9.3% | -0.8% |
| YTD | +16.6% | +11.1% | +5.5% | +11.6% |
| 1Y | +21.1% | +0.7% | +20.4% | +16.8% |
| 3Y | +61.1% | -23.8% | +84.8% | +57.4% |
| 5Y | +76.6% | -66.9% | +143.5% | +96.7% |
| 10Y | +431.3% | -45.3% | +476.7% | +325.9% |
| All | +431.3% | -44.4% | +475.7% | +325.9% |
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