+435.3%
AME vs MTB
+114.2%
+321.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +1.1% | -2.0% | +3.1% | +2.0% |
| 30D | -4.1% | +0.1% | -4.2% | -4.2% |
| 3M | -6.3% | -12.1% | +5.8% | -1.3% |
| 6M | +3.5% | +7.3% | -3.7% | +0.3% |
| YTD | +17.3% | +11.5% | +5.7% | +11.7% |
| 1Y | +22.0% | +21.3% | +0.7% | +12.2% |
| 3Y | +62.0% | +104.1% | -42.1% | +17.9% |
| 5Y | +78.5% | +61.8% | +16.7% | +37.1% |
| All | +435.3% | +114.2% | +321.1% | +203.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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