+431.3%
AME vs CAPR
-68.2%
+499.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.9% | +10.0% | +0.2% |
| 7D | -4.1% | +7.6% | -11.8% | -4.2% |
| 30D | -4.1% | +13.3% | -17.4% | -4.4% |
| 3M | -5.6% | +130.4% | -136.0% | -7.1% |
| 6M | +2.8% | -70.8% | +73.6% | +3.5% |
| YTD | +16.6% | -69.3% | +85.9% | +17.1% |
| 1Y | +21.1% | +59.5% | -38.4% | +14.7% |
| 3Y | +61.1% | +216.8% | -155.7% | +45.9% |
| 5Y | +76.6% | +152.7% | -76.1% | +58.6% |
| 10Y | +431.3% | -68.2% | +499.5% | +351.6% |
| All | +431.3% | -68.2% | +499.5% | +351.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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