+428.5%
AME vs EL
+28.8%
+399.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.2% | +0.2% |
| 7D | +1.3% | -2.4% | +3.7% | +2.0% |
| 30D | -6.6% | +13.7% | -20.2% | -10.4% |
| 3M | +3.0% | +14.5% | -11.5% | -1.7% |
| 6M | +5.3% | +7.4% | -2.1% | +1.4% |
| YTD | +15.4% | -4.7% | +20.1% | +13.6% |
| 1Y | +26.8% | +12.9% | +13.9% | +17.6% |
| 3Y | +56.5% | -32.2% | +88.7% | +61.7% |
| 5Y | +85.2% | -68.4% | +153.6% | +165.6% |
| 10Y | +428.5% | +28.3% | +400.3% | +328.4% |
| All | +428.5% | +28.8% | +399.7% | +328.4% |
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