+443.9%
AME vs LII
+170.7%
+273.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +3.3% |
| 7D | -1.5% | -1.2% | -0.3% | -1.1% |
| 30D | -4.2% | -2.0% | -2.2% | -4.1% |
| 3M | -5.9% | -20.2% | +14.3% | +2.7% |
| 6M | +2.8% | -32.5% | +35.4% | +18.7% |
| YTD | +16.6% | -27.4% | +43.9% | +29.0% |
| 1Y | +22.1% | -28.2% | +50.3% | +35.6% |
| 3Y | +64.7% | -7.2% | +71.9% | +54.5% |
| 5Y | +76.6% | +19.9% | +56.7% | +41.2% |
| 10Y | +443.9% | +168.6% | +275.2% | +212.7% |
| All | +443.9% | +170.7% | +273.2% | +212.7% |
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