+431.3%
AME vs EL
+60.9%
+370.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -4.1% | +7.6% | -11.8% | -6.1% |
| 30D | -4.1% | +15.7% | -19.8% | -8.1% |
| 3M | -5.6% | +30.5% | -36.2% | -13.2% |
| 6M | +2.8% | +32.5% | -29.7% | -6.5% |
| YTD | +16.6% | +9.4% | +7.2% | +10.1% |
| 1Y | +21.1% | +28.4% | -7.3% | +8.5% |
| 3Y | +61.1% | +4.4% | +56.6% | +42.1% |
| 5Y | +76.6% | -64.5% | +141.1% | +146.9% |
| 10Y | +431.3% | +64.9% | +366.4% | +300.6% |
| All | +431.3% | +60.9% | +370.4% | +300.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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