+2,122.3%
AME vs ET
+1,435.7%
+686.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +2.8% | +0.4% | +2.4% | +2.7% |
| 30D | -6.3% | +6.9% | -13.1% | -7.8% |
| 3M | +5.4% | +13.1% | -7.7% | +2.0% |
| 6M | +7.4% | +18.7% | -11.3% | +2.6% |
| YTD | +16.2% | +37.4% | -21.3% | +6.8% |
| 1Y | +26.8% | +34.8% | -8.0% | +17.0% |
| 3Y | +57.5% | +96.8% | -39.3% | +31.4% |
| 5Y | +84.8% | +238.2% | -153.4% | +32.9% |
| 10Y | +424.3% | +159.4% | +264.9% | +272.7% |
| All | +2,122.3% | +1,435.7% | +686.6% | +504.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling