+84.5%
AME vs MLM
+41.9%
+42.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.0% |
| 7D | +0.6% | -2.9% | +3.5% | +2.0% |
| 30D | -6.7% | -6.8% | +0.1% | -3.7% |
| 3M | +4.1% | -11.2% | +15.3% | +9.2% |
| 6M | +1.6% | -21.8% | +23.4% | +13.1% |
| YTD | +16.1% | -17.0% | +33.1% | +25.0% |
| 1Y | +27.3% | -16.4% | +43.7% | +36.3% |
| 3Y | +50.9% | +14.5% | +36.4% | +35.7% |
| All | +84.5% | +41.9% | +42.5% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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