+443.9%
AME vs RBA
+236.6%
+207.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +3.5% |
| 7D | -1.5% | +2.5% | -4.0% | -2.3% |
| 30D | -4.2% | +11.6% | -15.7% | -7.5% |
| 3M | -5.9% | +1.5% | -7.4% | -6.8% |
| 6M | +2.8% | -6.6% | +9.4% | +3.7% |
| YTD | +16.6% | -6.3% | +22.8% | +16.8% |
| 1Y | +22.1% | -4.0% | +26.1% | +21.4% |
| 3Y | +64.7% | +47.3% | +17.4% | +40.9% |
| 5Y | +76.6% | +47.7% | +28.9% | +46.9% |
| 10Y | +443.9% | +224.7% | +219.2% | +210.1% |
| All | +443.9% | +236.6% | +207.3% | +210.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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