+421.3%
AME vs LII
+171.3%
+250.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.4% | +1.0% |
| 7D | +0.6% | -0.7% | +1.3% | +0.9% |
| 30D | -6.7% | -12.6% | +5.9% | -1.3% |
| 3M | +4.1% | -24.4% | +28.5% | +15.5% |
| 6M | +1.6% | -28.7% | +30.3% | +15.1% |
| YTD | +16.1% | -19.1% | +35.3% | +23.7% |
| 1Y | +27.3% | -29.7% | +57.0% | +43.7% |
| 3Y | +50.9% | +4.8% | +46.1% | +34.9% |
| 5Y | +81.4% | +24.6% | +56.8% | +44.7% |
| All | +421.3% | +171.3% | +250.0% | +197.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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