+91.1%
AME vs IFF
-35.8%
+126.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.4% |
| 7D | +1.7% | -3.2% | +4.9% | +2.5% |
| 30D | -6.4% | -0.3% | -6.2% | -6.4% |
| 3M | +7.1% | +8.4% | -1.4% | +4.7% |
| 6M | +8.2% | +23.0% | -14.9% | +2.3% |
| YTD | +18.2% | +25.5% | -7.3% | +10.9% |
| 1Y | +26.7% | +29.1% | -2.3% | +17.9% |
| 3Y | +60.7% | +31.7% | +29.0% | +44.7% |
| All | +91.1% | -35.8% | +126.9% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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