+85.5%
AME vs BG
+88.4%
-2.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -1.0% |
| 7D | 0.0% | +3.7% | -3.7% | -0.5% |
| 30D | -8.6% | +12.3% | -21.0% | -10.3% |
| 3M | +5.8% | -2.2% | +8.0% | +6.0% |
| 6M | +3.8% | +5.3% | -1.5% | +2.4% |
| YTD | +14.4% | +42.4% | -28.0% | +6.9% |
| 1Y | +25.8% | +55.2% | -29.4% | +15.2% |
| 3Y | +55.2% | +21.0% | +34.2% | +48.0% |
| 5Y | +85.5% | +87.1% | -1.6% | +52.1% |
| All | +85.5% | +88.4% | -2.8% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 5y: compounded portfolio wealth divided by compounded BG 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…
5y analysis · Full analysis span regression · 6 months rolling