+433.0%
AME vs LEN
+108.0%
+325.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.2% | +1.1% | +2.6% |
| 7D | +1.7% | -4.8% | +6.5% | +3.3% |
| 30D | -6.4% | -6.6% | +0.1% | -4.6% |
| 3M | +7.1% | -15.7% | +22.7% | +12.3% |
| 6M | +8.2% | -16.6% | +24.8% | +13.6% |
| YTD | +18.2% | -21.3% | +39.5% | +25.7% |
| 1Y | +26.7% | -42.0% | +68.8% | +47.7% |
| 3Y | +60.7% | -27.9% | +88.6% | +68.1% |
| 5Y | +91.6% | -10.7% | +102.3% | +80.7% |
| All | +433.0% | +108.0% | +325.0% | +254.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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