+443.9%
AME vs FIVE
+596.6%
-152.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.6% | -1.4% | +2.9% |
| 7D | -1.5% | +6.2% | -7.7% | -2.9% |
| 30D | -4.2% | +18.2% | -22.3% | -7.8% |
| 3M | -5.9% | +3.8% | -9.8% | -7.1% |
| 6M | +2.8% | +13.7% | -10.9% | -1.2% |
| YTD | +16.6% | +34.7% | -18.2% | +7.4% |
| 1Y | +22.1% | +66.6% | -44.5% | +7.1% |
| 3Y | +64.7% | +44.3% | +20.4% | +40.8% |
| 5Y | +76.6% | +18.8% | +57.8% | +53.1% |
| 10Y | +443.9% | +569.2% | -125.3% | +228.4% |
| All | +443.9% | +596.6% | -152.7% | +228.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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