+416.2%
AME vs NWSA
+148.8%
+267.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | 0.0% | -4.8% | +4.8% | +1.9% |
| 30D | -8.6% | +3.0% | -11.6% | -9.7% |
| 3M | +5.8% | +9.3% | -3.5% | +1.4% |
| 6M | +3.8% | +23.2% | -19.4% | -5.5% |
| YTD | +14.4% | +13.3% | +1.1% | +7.2% |
| 1Y | +25.8% | +2.9% | +22.9% | +22.3% |
| 3Y | +55.2% | +43.3% | +11.8% | +30.0% |
| 5Y | +85.5% | +40.9% | +44.6% | +51.5% |
| All | +416.2% | +148.8% | +267.4% | +197.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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