+433.0%
AME vs ET
+177.0%
+256.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +3.5% |
| 7D | +1.7% | +0.2% | +1.5% | +1.7% |
| 30D | -6.4% | +2.9% | -9.3% | -7.2% |
| 3M | +7.1% | +16.8% | -9.7% | +2.1% |
| 6M | +8.2% | +18.9% | -10.7% | +2.4% |
| YTD | +18.2% | +37.7% | -19.5% | +6.9% |
| 1Y | +26.7% | +32.4% | -5.7% | +15.8% |
| 3Y | +60.7% | +99.5% | -38.8% | +28.9% |
| 5Y | +91.6% | +244.0% | -152.4% | +28.5% |
| All | +433.0% | +177.0% | +256.0% | +253.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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