+77.5%
AME vs CP
+27.5%
+50.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.2% |
| 7D | +8.1% | +0.9% | +7.2% | +7.7% |
| 30D | -3.8% | +10.3% | -14.1% | -7.7% |
| 3M | -6.6% | +2.3% | -8.9% | -7.8% |
| 6M | +4.6% | +10.7% | -6.1% | -0.3% |
| YTD | +17.9% | +29.3% | -11.4% | +5.2% |
| 1Y | +23.2% | +31.5% | -8.2% | +9.2% |
| 3Y | +62.9% | +36.7% | +26.2% | +38.3% |
| 5Y | +77.5% | +26.8% | +50.7% | +51.7% |
| All | +77.5% | +27.5% | +50.0% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling