+440.7%
AME vs EAT
+320.8%
+119.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.4% |
| 7D | +5.9% | -4.0% | +9.9% | +6.6% |
| 30D | -1.9% | -2.9% | +1.0% | -1.7% |
| 3M | -5.4% | -16.9% | +11.5% | -2.7% |
| 6M | +4.9% | +57.0% | -52.0% | -4.8% |
| YTD | +18.5% | +38.2% | -19.7% | +9.2% |
| 1Y | +25.5% | +69.3% | -43.8% | +11.0% |
| 3Y | +63.0% | +483.0% | -420.0% | +8.7% |
| 5Y | +78.3% | +364.1% | -285.8% | +18.7% |
| All | +440.7% | +320.8% | +119.9% | +240.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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