+25.5%
AME vs FIVE
+62.4%
-37.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +5.9% | +2.7% | +3.2% | +5.4% |
| 30D | -1.9% | +12.7% | -14.6% | -3.7% |
| 3M | -5.4% | +2.1% | -7.4% | -5.8% |
| 6M | +4.9% | +17.5% | -12.5% | +1.3% |
| YTD | +18.5% | +31.0% | -12.5% | +10.8% |
| 1Y | +25.5% | +67.7% | -42.3% | +9.2% |
| All | +25.5% | +62.4% | -37.0% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling