+84.5%
AME vs FIVE
+31.2%
+53.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.1% | -3.6% | +0.6% |
| 7D | +0.6% | +4.3% | -3.6% | -0.1% |
| 30D | -6.7% | +12.5% | -19.2% | -8.7% |
| 3M | +4.1% | +31.2% | -27.2% | -0.9% |
| 6M | +1.6% | +14.4% | -12.8% | -1.4% |
| YTD | +16.1% | +33.9% | -17.7% | +9.7% |
| 1Y | +27.3% | +65.1% | -37.7% | +15.6% |
| 3Y | +50.9% | +49.0% | +1.9% | +34.2% |
| All | +84.5% | +31.2% | +53.2% | +61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling