+84.8%
AME vs IBN
+56.7%
+28.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.6% | +0.8% |
| 7D | +2.8% | -2.2% | +5.0% | +3.4% |
| 30D | -6.3% | -2.3% | -4.0% | -5.7% |
| 3M | +5.4% | +15.9% | -10.5% | +0.8% |
| 6M | +7.4% | +5.6% | +1.8% | +5.4% |
| YTD | +16.2% | -0.1% | +16.2% | +15.6% |
| 1Y | +26.8% | -6.5% | +33.3% | +28.2% |
| 3Y | +57.5% | +29.3% | +28.2% | +40.9% |
| 5Y | +84.8% | +56.6% | +28.3% | +50.9% |
| All | +84.8% | +56.7% | +28.1% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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