+18,954.1%
AME vs BBWI
+1,165.5%
+17,788.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +3.8% |
| 7D | -1.5% | -6.2% | +4.6% | -0.3% |
| 30D | -4.2% | +25.5% | -29.6% | -9.0% |
| 3M | -5.9% | +8.0% | -13.9% | -8.4% |
| 6M | +2.8% | +12.7% | -9.9% | -1.6% |
| YTD | +16.6% | +11.6% | +4.9% | +10.5% |
| 1Y | +22.1% | -0.9% | +23.0% | +17.3% |
| 3Y | +64.7% | -22.7% | +87.4% | +59.5% |
| 5Y | +76.6% | -67.2% | +143.8% | +97.7% |
| 10Y | +443.9% | -43.7% | +487.6% | +356.6% |
| All | +18,954.1% | +1,165.5% | +17,788.6% | +6,890.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling