+444.6%
AME vs LII
+162.0%
+282.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +3.4% |
| 7D | -5.2% | -0.6% | -4.6% | -5.1% |
| 30D | -8.0% | -4.6% | -3.4% | -6.9% |
| 3M | -8.9% | -21.2% | +12.3% | -0.1% |
| 6M | -5.0% | -36.4% | +31.5% | +12.6% |
| YTD | +11.9% | -28.9% | +40.8% | +24.9% |
| 1Y | +16.6% | -29.5% | +46.2% | +30.5% |
| 3Y | +62.5% | -8.6% | +71.0% | +53.2% |
| 5Y | +67.6% | +20.2% | +47.4% | +33.5% |
| All | +444.6% | +162.0% | +282.6% | +219.8% |
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