+85.2%
AME vs LEN
-10.6%
+95.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | +1.3% | -3.4% | +4.7% | +2.2% |
| 30D | -6.6% | -5.7% | -0.9% | -5.2% |
| 3M | +3.0% | -12.2% | +15.2% | +6.2% |
| 6M | +5.3% | -18.3% | +23.6% | +10.5% |
| YTD | +15.4% | -20.2% | +35.6% | +21.4% |
| 1Y | +26.8% | -40.1% | +66.9% | +43.7% |
| 3Y | +56.5% | -26.2% | +82.7% | +59.0% |
| 5Y | +85.2% | -9.8% | +95.1% | +68.9% |
| All | +85.2% | -10.6% | +95.9% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling