+419.4%
AME vs BURL
+215.5%
+203.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +0.9% |
| 7D | +0.6% | -2.8% | +3.4% | +1.2% |
| 30D | -6.7% | -28.2% | +21.5% | +0.5% |
| 3M | +4.1% | -17.6% | +21.7% | +8.4% |
| 6M | +1.6% | -11.8% | +13.4% | +3.6% |
| YTD | +16.1% | -8.1% | +24.3% | +17.3% |
| 1Y | +27.3% | -12.0% | +39.3% | +28.9% |
| 3Y | +50.9% | +63.3% | -12.4% | +27.3% |
| 5Y | +81.4% | -10.8% | +92.2% | +72.2% |
| All | +419.4% | +215.5% | +203.9% | +282.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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