+440.7%
AME vs CPB
-38.9%
+479.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.7% | +0.1% |
| 7D | +5.9% | -1.6% | +7.4% | +6.0% |
| 30D | -1.9% | +19.2% | -21.1% | -3.9% |
| 3M | -5.4% | -0.9% | -4.4% | -5.4% |
| 6M | +4.9% | +15.2% | -10.3% | +2.6% |
| YTD | +18.5% | -13.1% | +31.5% | +19.9% |
| 1Y | +25.5% | -22.4% | +47.9% | +29.0% |
| 3Y | +63.0% | -35.3% | +98.3% | +69.8% |
| 5Y | +78.3% | -33.0% | +111.3% | +83.9% |
| All | +440.7% | -38.9% | +479.6% | +471.5% |
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