+10,863.2%
AME vs IBN
+1,532.9%
+9,330.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +0.6% | +1.4% | -0.8% | +0.3% |
| 30D | -6.7% | -0.3% | -6.4% | -6.7% |
| 3M | +4.1% | +17.1% | -13.0% | +0.5% |
| 6M | +1.6% | +3.4% | -1.8% | +0.8% |
| YTD | +16.1% | +2.5% | +13.6% | +15.3% |
| 1Y | +27.3% | -4.2% | +31.5% | +28.0% |
| 3Y | +50.9% | +32.4% | +18.5% | +40.4% |
| 5Y | +81.4% | +59.2% | +22.2% | +61.3% |
| 10Y | +417.0% | +345.7% | +71.3% | +256.7% |
| All | +10,863.2% | +1,532.9% | +9,330.3% | +5,279.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling