+428.5%
AME vs FTV
+78.2%
+350.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | +0.1% |
| 7D | +1.3% | -1.3% | +2.6% | +2.1% |
| 30D | -6.6% | -9.5% | +2.9% | -0.7% |
| 3M | +3.0% | -10.9% | +13.9% | +10.1% |
| 6M | +5.3% | -0.6% | +5.9% | +4.9% |
| YTD | +15.4% | +1.4% | +14.0% | +12.2% |
| 1Y | +26.8% | +17.6% | +9.2% | +11.8% |
| 3Y | +56.5% | -3.3% | +59.8% | +52.9% |
| 5Y | +85.2% | -0.1% | +85.4% | +74.4% |
| 10Y | +428.5% | +82.5% | +346.0% | +251.9% |
| All | +428.5% | +78.2% | +350.4% | +251.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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