+440.7%
AME vs NWSA
+148.1%
+292.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.2% | -0.6% |
| 7D | +5.9% | +2.2% | +3.7% | +5.0% |
| 30D | -1.9% | -8.8% | +6.8% | +1.1% |
| 3M | -5.4% | -6.5% | +1.1% | -3.6% |
| 6M | +4.9% | +1.5% | +3.4% | +2.6% |
| YTD | +18.5% | +4.0% | +14.4% | +13.9% |
| 1Y | +25.5% | +3.4% | +22.0% | +20.9% |
| 3Y | +63.0% | +34.8% | +28.2% | +39.0% |
| 5Y | +78.3% | +18.4% | +60.0% | +55.8% |
| All | +440.7% | +148.1% | +292.6% | +205.9% |
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