+440.7%
AME vs PRU
+99.2%
+341.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | 0.0% |
| 7D | +5.9% | +3.6% | +2.3% | +4.0% |
| 30D | -1.9% | +8.9% | -10.8% | -6.5% |
| 3M | -5.4% | +0.2% | -5.6% | -6.0% |
| 6M | +4.9% | +23.7% | -18.8% | -6.8% |
| YTD | +18.5% | +13.7% | +4.7% | +9.2% |
| 1Y | +25.5% | +20.6% | +4.8% | +12.1% |
| 3Y | +63.0% | +56.3% | +6.7% | +24.9% |
| 5Y | +78.3% | +42.3% | +36.0% | +40.1% |
| All | +440.7% | +99.2% | +341.5% | +191.1% |
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