+23.2%
AME vs CAPR
+65.7%
-42.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.7% | +9.3% | +0.6% |
| 7D | +8.1% | +19.1% | -11.0% | +8.0% |
| 30D | -3.8% | +48.8% | -52.6% | -3.9% |
| 3M | -6.6% | +144.4% | -151.0% | -6.9% |
| 6M | +4.6% | -67.5% | +72.1% | +4.7% |
| YTD | +17.9% | -64.5% | +82.5% | +18.1% |
| 1Y | +23.2% | +74.4% | -51.2% | +22.4% |
| All | +23.2% | +65.7% | -42.5% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling