+441.6%
AME vs CP
+251.7%
+189.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.1% | -0.7% | +1.8% | +1.5% |
| 30D | -4.1% | +9.6% | -13.7% | -9.2% |
| 3M | -6.3% | +2.2% | -8.6% | -8.0% |
| 6M | +3.5% | +11.1% | -7.6% | -3.3% |
| YTD | +17.3% | +28.2% | -10.9% | +0.5% |
| 1Y | +22.0% | +32.2% | -10.1% | +2.7% |
| 3Y | +62.0% | +35.5% | +26.5% | +29.8% |
| 5Y | +78.5% | +26.8% | +51.7% | +44.7% |
| 10Y | +441.6% | +256.9% | +184.7% | +126.3% |
| All | +441.6% | +251.7% | +189.9% | +126.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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