+443.9%
AME vs CPB
-39.9%
+483.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.3% |
| 7D | -1.5% | +3.3% | -4.8% | -1.9% |
| 30D | -4.2% | +19.0% | -23.2% | -6.0% |
| 3M | -5.9% | +0.4% | -6.4% | -6.2% |
| 6M | +2.8% | +13.0% | -10.2% | +0.8% |
| YTD | +16.6% | -12.7% | +29.3% | +18.0% |
| 1Y | +22.1% | -20.9% | +43.0% | +25.2% |
| 3Y | +64.7% | -35.4% | +100.1% | +71.6% |
| 5Y | +76.6% | -32.3% | +108.9% | +81.9% |
| 10Y | +443.9% | -40.5% | +484.4% | +476.8% |
| All | +443.9% | -39.9% | +483.8% | +476.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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