+441.6%
AME vs EAT
+333.9%
+107.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | +0.1% |
| 7D | +1.1% | -8.9% | +10.0% | +2.8% |
| 30D | -4.1% | +3.4% | -7.5% | -5.0% |
| 3M | -6.3% | -9.3% | +3.0% | -5.3% |
| 6M | +3.5% | +43.8% | -40.2% | -4.5% |
| YTD | +17.3% | +39.9% | -22.6% | +7.9% |
| 1Y | +22.0% | +89.7% | -67.7% | +5.6% |
| 3Y | +62.0% | +491.3% | -429.2% | +7.7% |
| 5Y | +78.5% | +365.4% | -286.9% | +18.8% |
| 10Y | +441.6% | +325.9% | +115.7% | +231.4% |
| All | +441.6% | +333.9% | +107.7% | +231.4% |
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