+78.5%
AME vs NWSA
+18.7%
+59.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.3% |
| 7D | +1.1% | -12.2% | +13.3% | +4.9% |
| 30D | -4.1% | -8.7% | +4.6% | -1.8% |
| 3M | -6.3% | -6.0% | -0.4% | -5.2% |
| 6M | +3.5% | -0.3% | +3.9% | +2.4% |
| YTD | +17.3% | +3.5% | +13.8% | +13.9% |
| 1Y | +22.0% | +0.8% | +21.3% | +19.6% |
| 3Y | +62.0% | +31.1% | +30.9% | +44.6% |
| 5Y | +78.5% | +18.8% | +59.7% | +58.8% |
| All | +78.5% | +18.7% | +59.8% | +58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling