+444.6%
AME vs BURL
+252.7%
+191.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +2.9% |
| 7D | -5.2% | +4.1% | -9.2% | -6.2% |
| 30D | -8.0% | -9.5% | +1.4% | -6.1% |
| 3M | -8.9% | -33.5% | +24.6% | -0.5% |
| 6M | -5.0% | -22.1% | +17.1% | -0.5% |
| YTD | +11.9% | -14.6% | +26.5% | +14.4% |
| 1Y | +16.6% | -8.4% | +25.0% | +16.7% |
| 3Y | +62.5% | +86.6% | -24.1% | +32.1% |
| 5Y | +67.6% | -17.2% | +84.8% | +61.5% |
| All | +444.6% | +252.7% | +191.9% | +301.1% |
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