+62.3%
AME vs LEN
-25.9%
+88.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.7% | +1.1% |
| 7D | +8.1% | -8.7% | +16.8% | +9.8% |
| 30D | -3.8% | +11.6% | -15.3% | -6.4% |
| 3M | -6.6% | -1.3% | -5.4% | -7.0% |
| 6M | +4.6% | -1.4% | +6.0% | +3.9% |
| YTD | +17.9% | -16.9% | +34.8% | +20.8% |
| 1Y | +23.2% | -31.2% | +54.4% | +30.8% |
| All | +62.3% | -25.9% | +88.2% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling