+11,320.1%
AME vs EL
+1,685.7%
+9,634.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.0% | -1.5% | +0.7% |
| 7D | +0.6% | +0.8% | -0.2% | +0.4% |
| 30D | -6.7% | +19.8% | -26.5% | -11.7% |
| 3M | +4.1% | +25.7% | -21.6% | -3.0% |
| 6M | +1.6% | +5.4% | -3.9% | -1.6% |
| YTD | +16.1% | +0.2% | +15.9% | +12.8% |
| 1Y | +27.3% | +20.4% | +6.9% | +16.6% |
| 3Y | +50.9% | -32.1% | +83.0% | +52.4% |
| 5Y | +81.4% | -67.2% | +148.6% | +124.7% |
| 10Y | +417.0% | +31.7% | +385.2% | +322.8% |
| All | +11,320.1% | +1,685.7% | +9,634.3% | +5,759.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling