+29.1%
AME vs Q
+80.0%
-50.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -0.1% |
| 7D | +1.1% | +6.6% | -5.5% | -0.7% |
| 30D | -4.1% | +2.7% | -6.8% | -5.0% |
| 3M | -6.3% | -8.4% | +2.0% | -4.8% |
| 6M | +3.5% | -17.3% | +20.9% | +7.0% |
| YTD | +17.3% | +55.3% | -38.0% | +6.5% |
| 1Y | +22.0% | +31.5% | -9.4% | +13.9% |
| All | +29.1% | +80.0% | -50.9% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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