+18,769.1%
AME vs IFF
+833.5%
+17,935.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.1% |
| 7D | +1.3% | -3.0% | +4.3% | +2.4% |
| 30D | -6.6% | -0.9% | -5.7% | -6.4% |
| 3M | +3.0% | +11.8% | -8.9% | -1.7% |
| 6M | +5.3% | +16.5% | -11.2% | -1.9% |
| YTD | +15.4% | +26.5% | -11.1% | +4.0% |
| 1Y | +26.8% | +32.7% | -5.9% | +11.9% |
| 3Y | +56.5% | +32.0% | +24.5% | +34.2% |
| 5Y | +85.2% | -36.1% | +121.3% | +101.5% |
| 10Y | +428.5% | -20.1% | +448.6% | +406.6% |
| All | +18,769.1% | +833.5% | +17,935.6% | +7,042.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling