+8,448.7%
AME vs LII
+2,806.7%
+5,641.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.3% |
| 7D | +1.1% | -2.3% | +3.4% | +1.9% |
| 30D | -4.1% | -1.7% | -2.4% | -4.1% |
| 3M | -6.3% | -18.3% | +11.9% | -0.4% |
| 6M | +3.5% | -32.3% | +35.9% | +16.0% |
| YTD | +17.3% | -27.1% | +44.4% | +27.4% |
| 1Y | +22.0% | -27.2% | +49.2% | +32.5% |
| 3Y | +62.0% | -8.9% | +71.0% | +59.4% |
| 5Y | +78.5% | +19.7% | +58.8% | +57.1% |
| 10Y | +441.6% | +168.9% | +272.7% | +263.3% |
| All | +8,448.7% | +2,806.7% | +5,641.9% | +2,820.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling