+433.0%
AME vs DTE
+137.8%
+295.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.3% | +4.6% | +3.9% |
| 7D | +1.7% | -2.6% | +4.3% | +3.0% |
| 30D | -6.4% | -4.4% | -2.0% | -4.5% |
| 3M | +7.1% | -8.3% | +15.4% | +11.3% |
| 6M | +8.2% | -8.1% | +16.2% | +12.0% |
| YTD | +18.2% | +4.4% | +13.7% | +14.8% |
| 1Y | +26.7% | +0.2% | +26.6% | +25.4% |
| 3Y | +60.7% | +42.6% | +18.1% | +29.9% |
| 5Y | +91.6% | +31.5% | +60.1% | +59.8% |
| All | +433.0% | +137.8% | +295.2% | +266.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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