+431.3%
AME vs CP
+255.2%
+176.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | -4.1% | +2.8% | -6.9% | -5.7% |
| 30D | -4.1% | +11.0% | -15.2% | -9.9% |
| 3M | -5.6% | +3.8% | -9.5% | -8.1% |
| 6M | +2.8% | +9.5% | -6.6% | -3.2% |
| YTD | +16.6% | +28.2% | -11.6% | -0.1% |
| 1Y | +21.1% | +33.0% | -11.9% | +1.6% |
| 3Y | +61.1% | +35.5% | +25.5% | +29.0% |
| 5Y | +76.6% | +25.8% | +50.8% | +44.0% |
| 10Y | +431.3% | +250.7% | +180.6% | +123.0% |
| All | +431.3% | +255.2% | +176.1% | +123.0% |
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