+443.9%
AME vs M
+3.7%
+440.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.1% | -3.9% | +2.9% |
| 7D | -1.5% | +2.5% | -4.1% | -2.1% |
| 30D | -4.2% | +10.1% | -14.2% | -5.8% |
| 3M | -5.9% | -0.9% | -5.0% | -6.1% |
| 6M | +2.8% | +30.2% | -27.3% | -2.3% |
| YTD | +16.6% | +16.3% | +0.3% | +12.5% |
| 1Y | +22.1% | +27.0% | -4.9% | +16.0% |
| 3Y | +64.7% | +154.5% | -89.8% | +33.6% |
| 5Y | +76.6% | -1.1% | +77.7% | +60.6% |
| 10Y | +443.9% | +0.5% | +443.4% | +289.6% |
| All | +443.9% | +3.7% | +440.2% | +289.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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