+421.3%
AME vs CP
+222.0%
+199.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | +0.6% | -2.7% | +3.3% | +2.1% |
| 30D | -6.7% | +0.2% | -6.9% | -6.9% |
| 3M | +4.1% | +2.6% | +1.5% | +2.2% |
| 6M | +1.6% | +6.0% | -4.4% | -2.3% |
| YTD | +16.1% | +24.9% | -8.8% | +1.5% |
| 1Y | +27.3% | +20.1% | +7.2% | +13.4% |
| 3Y | +50.9% | +16.4% | +34.5% | +33.1% |
| 5Y | +81.4% | +31.7% | +49.6% | +43.5% |
| All | +421.3% | +222.0% | +199.3% | +138.1% |
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