+424.3%
AME vs FFIV
+224.0%
+200.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +2.8% | -1.5% | +4.3% | +3.4% |
| 30D | -6.3% | -2.7% | -3.6% | -5.4% |
| 3M | +5.4% | -1.7% | +7.0% | +5.5% |
| 6M | +7.4% | +36.1% | -28.7% | -6.3% |
| YTD | +16.2% | +52.6% | -36.5% | -3.9% |
| 1Y | +26.8% | +21.5% | +5.3% | +14.4% |
| 3Y | +57.5% | +142.7% | -85.2% | +3.7% |
| 5Y | +84.8% | +92.6% | -7.7% | +30.7% |
| 10Y | +424.3% | +225.5% | +198.8% | +185.9% |
| All | +424.3% | +224.0% | +200.3% | +185.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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