+424.3%
AME vs CAPR
-77.1%
+501.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | +0.1% |
| 7D | +2.8% | -9.5% | +12.3% | +2.9% |
| 30D | -6.3% | +121.5% | -127.8% | -7.6% |
| 3M | +5.4% | -65.4% | +70.8% | +6.0% |
| 6M | +7.4% | -67.5% | +75.0% | +8.0% |
| YTD | +16.2% | -68.6% | +84.8% | +16.8% |
| 1Y | +26.8% | +42.7% | -15.9% | +20.4% |
| 3Y | +57.5% | +43.4% | +14.2% | +45.0% |
| 5Y | +84.8% | +86.0% | -1.2% | +67.1% |
| 10Y | +424.3% | -77.4% | +501.7% | +361.9% |
| All | +424.3% | -77.1% | +501.4% | +361.9% |
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