+62.5%
AME vs EL
+3.8%
+58.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +2.4% |
| 7D | -5.2% | +0.8% | -5.9% | -5.2% |
| 30D | -8.0% | +16.5% | -24.6% | -9.3% |
| 3M | -8.9% | +29.2% | -38.1% | -11.2% |
| 6M | -5.0% | +27.9% | -32.9% | -7.4% |
| YTD | +11.9% | +6.2% | +5.7% | +10.2% |
| 1Y | +16.6% | +27.2% | -10.5% | +12.7% |
| 3Y | +62.5% | +3.2% | +59.3% | +48.2% |
| All | +62.5% | +3.8% | +58.7% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling