+84.5%
AME vs CPB
-39.5%
+124.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | +1.7% |
| 7D | +0.6% | -8.6% | +9.2% | +1.2% |
| 30D | -6.7% | -7.2% | +0.6% | -6.2% |
| 3M | +4.1% | +0.9% | +3.2% | +3.6% |
| 6M | +1.6% | -11.8% | +13.4% | +2.5% |
| YTD | +16.1% | -19.4% | +35.6% | +18.2% |
| 1Y | +27.3% | -30.4% | +57.7% | +31.8% |
| 3Y | +50.9% | -40.2% | +91.0% | +55.8% |
| All | +84.5% | -39.5% | +124.0% | +86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling