+7,853.1%
AME vs LII
+2,790.7%
+5,062.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.8% | -3.1% | -5.0% |
| 7D | -11.4% | +0.2% | -11.6% | -11.6% |
| 30D | -12.1% | -4.6% | -7.5% | -11.2% |
| 3M | -12.3% | -21.7% | +9.3% | -5.5% |
| 6M | -4.6% | -32.8% | +28.2% | +7.1% |
| YTD | +9.1% | -27.5% | +36.6% | +18.8% |
| 1Y | +13.3% | -28.0% | +41.3% | +23.5% |
| 3Y | +58.2% | -7.2% | +65.4% | +54.6% |
| 5Y | +63.4% | +22.6% | +40.8% | +42.7% |
| 10Y | +436.7% | +171.5% | +265.2% | +258.9% |
| All | +7,853.1% | +2,790.7% | +5,062.4% | +2,622.2% |
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