+416.2%
AME vs CHD
+125.6%
+290.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.5% |
| 7D | 0.0% | -4.7% | +4.7% | +1.4% |
| 30D | -8.6% | -8.3% | -0.3% | -6.4% |
| 3M | +5.8% | -4.0% | +9.8% | +6.7% |
| 6M | +3.8% | -6.5% | +10.4% | +5.4% |
| YTD | +14.4% | +13.1% | +1.4% | +9.8% |
| 1Y | +25.8% | +2.3% | +23.5% | +24.0% |
| 3Y | +55.2% | +1.8% | +53.4% | +50.7% |
| 5Y | +85.5% | +20.6% | +65.0% | +67.7% |
| All | +416.2% | +125.6% | +290.6% | +309.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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