+91.1%
AME vs PSLV
+154.2%
-63.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.0% | +3.2% |
| 7D | +1.7% | -3.5% | +5.2% | +2.1% |
| 30D | -6.4% | -2.1% | -4.3% | -6.3% |
| 3M | +7.1% | -1.6% | +8.7% | +7.1% |
| 6M | +8.2% | -25.5% | +33.7% | +10.5% |
| YTD | +18.2% | -11.4% | +29.6% | +17.1% |
| 1Y | +26.7% | +48.6% | -21.8% | +18.3% |
| 3Y | +60.7% | +166.9% | -106.2% | +37.5% |
| All | +91.1% | +154.2% | -63.1% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling