+338.6%
AME vs FND
+57.3%
+281.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | +1.3% | -0.8% | +2.1% | +1.5% |
| 30D | -6.6% | -19.6% | +13.0% | -1.8% |
| 3M | +3.0% | -4.3% | +7.3% | +3.2% |
| 6M | +5.3% | -20.4% | +25.7% | +9.6% |
| YTD | +15.4% | -21.9% | +37.3% | +20.0% |
| 1Y | +26.8% | -45.2% | +72.0% | +42.9% |
| 3Y | +56.5% | -49.2% | +105.7% | +72.4% |
| 5Y | +85.2% | -61.8% | +147.1% | +108.9% |
| All | +338.6% | +57.3% | +281.4% | +238.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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