+424.3%
AME vs CPB
-45.7%
+470.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.2% |
| 7D | +2.8% | -8.2% | +11.0% | +3.8% |
| 30D | -6.3% | -5.6% | -0.7% | -5.7% |
| 3M | +5.4% | +3.0% | +2.4% | +4.6% |
| 6M | +7.4% | -12.7% | +20.2% | +8.9% |
| YTD | +16.2% | -18.0% | +34.1% | +18.5% |
| 1Y | +26.8% | -31.7% | +58.5% | +32.6% |
| 3Y | +57.5% | -41.0% | +98.5% | +66.2% |
| 5Y | +84.8% | -38.4% | +123.2% | +92.9% |
| 10Y | +424.3% | -45.0% | +469.3% | +457.7% |
| All | +424.3% | -45.7% | +470.0% | +457.7% |
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