+435.3%
AME vs CAPR
-59.6%
+494.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +26.5% | -25.9% | +0.2% |
| 7D | +1.1% | +25.8% | -24.7% | +0.7% |
| 30D | -4.1% | +50.2% | -54.3% | -4.7% |
| 3M | -6.3% | +185.5% | -191.8% | -8.1% |
| 6M | +3.5% | -64.8% | +68.4% | +3.9% |
| YTD | +17.3% | -61.1% | +78.4% | +17.4% |
| 1Y | +22.0% | +81.0% | -58.9% | +15.5% |
| 3Y | +62.0% | +300.7% | -238.7% | +46.3% |
| 5Y | +78.5% | +223.3% | -144.9% | +59.8% |
| All | +435.3% | -59.6% | +494.9% | +347.0% |
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