+443.9%
AME vs RL
+397.7%
+46.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.8% | -1.6% | +2.5% |
| 7D | -1.5% | +0.2% | -1.8% | -1.7% |
| 30D | -4.2% | +7.3% | -11.5% | -6.2% |
| 3M | -5.9% | +1.0% | -7.0% | -6.5% |
| 6M | +2.8% | +11.8% | -9.0% | -1.5% |
| YTD | +16.6% | +13.6% | +3.0% | +10.8% |
| 1Y | +22.1% | +24.0% | -1.9% | +12.9% |
| 3Y | +64.7% | +256.6% | -191.9% | +7.2% |
| 5Y | +76.6% | +240.2% | -163.6% | +12.9% |
| 10Y | +443.9% | +373.0% | +70.9% | +201.4% |
| All | +443.9% | +397.7% | +46.2% | +201.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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