+26.8%
AME vs M
+31.9%
-5.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.4% |
| 7D | +2.8% | +2.4% | +0.4% | +2.4% |
| 30D | -6.3% | -11.6% | +5.3% | -4.7% |
| 3M | +5.4% | +1.6% | +3.8% | +4.9% |
| 6M | +7.4% | +25.2% | -17.8% | +3.4% |
| YTD | +16.2% | +3.8% | +12.4% | +14.2% |
| 1Y | +26.8% | +36.3% | -9.5% | +17.6% |
| All | +26.8% | +31.9% | -5.1% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling