+57.5%
AME vs BBWI
-44.4%
+102.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.4% |
| 7D | +2.8% | +1.6% | +1.2% | +2.6% |
| 30D | -6.3% | -6.2% | -0.1% | -5.7% |
| 3M | +5.4% | +4.3% | +1.0% | +4.4% |
| 6M | +7.4% | -7.2% | +14.6% | +7.4% |
| YTD | +16.2% | -3.0% | +19.2% | +15.2% |
| 1Y | +26.8% | -30.8% | +57.6% | +31.2% |
| 3Y | +57.5% | -43.4% | +100.9% | +60.3% |
| All | +57.5% | -44.4% | +102.0% | +60.3% |
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