+428.5%
AME vs EAT
+370.1%
+58.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | 0.0% |
| 7D | +1.3% | -6.8% | +8.1% | +2.6% |
| 30D | -6.6% | -5.4% | -1.2% | -5.8% |
| 3M | +3.0% | +42.8% | -39.8% | -4.2% |
| 6M | +5.3% | +56.5% | -51.2% | -4.3% |
| YTD | +15.4% | +50.0% | -34.6% | +5.4% |
| 1Y | +26.8% | +38.3% | -11.4% | +16.9% |
| 3Y | +56.5% | +591.6% | -535.1% | +1.1% |
| 5Y | +85.2% | +312.6% | -227.4% | +26.8% |
| 10Y | +428.5% | +381.4% | +47.1% | +207.2% |
| All | +428.5% | +370.1% | +58.5% | +207.2% |
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