+64.7%
AME vs BBWI
-25.2%
+89.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +4.0% |
| 7D | -1.5% | -6.2% | +4.6% | -0.8% |
| 30D | -4.2% | +25.5% | -29.6% | -6.8% |
| 3M | -5.9% | +8.0% | -13.9% | -7.2% |
| 6M | +2.8% | +12.7% | -9.9% | +0.5% |
| YTD | +16.6% | +11.6% | +4.9% | +13.4% |
| 1Y | +22.1% | -0.9% | +23.0% | +20.2% |
| 3Y | +64.7% | -22.7% | +87.4% | +67.1% |
| All | +64.7% | -25.2% | +89.9% | +67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling