+424.3%
AME vs RBA
+182.6%
+241.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.6% |
| 7D | +2.8% | -1.1% | +3.8% | +3.1% |
| 30D | -6.3% | -13.2% | +6.9% | -2.3% |
| 3M | +5.4% | -21.4% | +26.7% | +12.5% |
| 6M | +7.4% | -20.9% | +28.3% | +14.3% |
| YTD | +16.2% | -19.9% | +36.0% | +22.5% |
| 1Y | +26.8% | -28.7% | +55.5% | +38.6% |
| 3Y | +57.5% | +27.4% | +30.1% | +41.0% |
| 5Y | +84.8% | +41.7% | +43.1% | +54.2% |
| 10Y | +424.3% | +189.6% | +234.7% | +215.4% |
| All | +424.3% | +182.6% | +241.7% | +215.4% |
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