+23.2%
AME vs MTB
+21.0%
+2.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.6% |
| 7D | +8.1% | 0.0% | +8.1% | +8.1% |
| 30D | -3.8% | +0.8% | -4.6% | -4.1% |
| 3M | -6.6% | -12.8% | +6.1% | -0.5% |
| 6M | +4.6% | +6.7% | -2.1% | +0.1% |
| YTD | +17.9% | +11.3% | +6.6% | +9.4% |
| 1Y | +23.2% | +20.2% | +3.1% | +9.4% |
| All | +23.2% | +21.0% | +2.2% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling