+444.6%
AME vs PRU
+115.4%
+329.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.6% | +5.2% | +3.9% |
| 7D | -5.2% | +2.4% | -7.6% | -6.6% |
| 30D | -8.0% | +6.1% | -14.1% | -11.2% |
| 3M | -8.9% | -0.7% | -8.2% | -9.1% |
| 6M | -5.0% | +22.1% | -27.1% | -15.1% |
| YTD | +11.9% | +9.8% | +2.1% | +5.0% |
| 1Y | +16.6% | +19.4% | -2.7% | +4.7% |
| 3Y | +62.5% | +50.4% | +12.1% | +26.9% |
| 5Y | +67.6% | +37.2% | +30.4% | +34.1% |
| All | +444.6% | +115.4% | +329.2% | +185.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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