+428.5%
AME vs CRL
+244.4%
+184.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.4% |
| 7D | +1.3% | -4.6% | +5.9% | +2.7% |
| 30D | -6.6% | +0.5% | -7.1% | -6.8% |
| 3M | +3.0% | +46.6% | -43.6% | -8.8% |
| 6M | +5.3% | +57.3% | -52.0% | -9.7% |
| YTD | +15.4% | +39.5% | -24.1% | +2.0% |
| 1Y | +26.8% | +76.9% | -50.0% | +3.3% |
| 3Y | +56.5% | +39.4% | +17.2% | +29.0% |
| 5Y | +85.2% | -37.2% | +122.4% | +103.6% |
| 10Y | +428.5% | +253.4% | +175.1% | +165.2% |
| All | +428.5% | +244.4% | +184.1% | +165.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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