+416.2%
AME vs RJF
+429.5%
-13.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.3% |
| 7D | 0.0% | -4.2% | +4.2% | +2.1% |
| 30D | -8.6% | -3.6% | -5.0% | -7.1% |
| 3M | +5.8% | +15.6% | -9.9% | -1.9% |
| 6M | +3.8% | +17.6% | -13.8% | -4.6% |
| YTD | +14.4% | +9.2% | +5.2% | +8.3% |
| 1Y | +25.8% | +5.5% | +20.3% | +20.7% |
| 3Y | +55.2% | +70.3% | -15.1% | +14.5% |
| 5Y | +85.5% | +106.0% | -20.5% | +19.4% |
| All | +416.2% | +429.5% | -13.3% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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