+20.4%
AME vs PSLV
+7.9%
+12.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +6.0% | -10.6% | -5.2% |
| 7D | -4.4% | -2.6% | -1.8% | -4.2% |
| 30D | -5.9% | -14.2% | +8.3% | -4.5% |
| 3M | -6.5% | -12.2% | +5.7% | -5.4% |
| 6M | +3.2% | -28.1% | +31.3% | +5.9% |
| YTD | +16.0% | -28.2% | +44.2% | +18.0% |
| 1Y | +20.4% | +9.1% | +11.3% | +19.6% |
| All | +20.4% | +7.9% | +12.6% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 1y: compounded portfolio wealth divided by compounded PSLV 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…
1y analysis · Full analysis span regression · 6 months rolling