+78.5%
AME vs M
-3.3%
+81.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.2% |
| 7D | +5.9% | +7.0% | -1.1% | +4.9% |
| 30D | -1.9% | +8.9% | -10.8% | -3.2% |
| 3M | -5.4% | +4.5% | -9.9% | -6.2% |
| 6M | +4.9% | +36.2% | -31.3% | -0.1% |
| YTD | +18.5% | +15.1% | +3.3% | +15.0% |
| 1Y | +25.5% | +27.4% | -2.0% | +20.0% |
| 3Y | +63.0% | +160.1% | -97.1% | +35.4% |
| All | +78.5% | -3.3% | +81.8% | +63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling