+443.9%
AME vs CAPR
-64.9%
+508.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.4% | -5.3% | +4.1% |
| 7D | -1.5% | +36.0% | -37.6% | -2.0% |
| 30D | -4.2% | +25.8% | -30.0% | -4.5% |
| 3M | -5.9% | +140.8% | -146.8% | -7.4% |
| 6M | +2.8% | -67.6% | +70.4% | +3.3% |
| YTD | +16.6% | -65.9% | +82.4% | +16.9% |
| 1Y | +22.1% | +66.1% | -44.0% | +15.7% |
| 3Y | +64.7% | +256.9% | -192.2% | +49.0% |
| 5Y | +76.6% | +172.1% | -95.5% | +58.5% |
| 10Y | +443.9% | -64.7% | +508.6% | +362.2% |
| All | +443.9% | -64.9% | +508.8% | +362.2% |
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