+26.8%
AME vs RL
+11.4%
+15.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | +2.8% | +1.9% | +0.9% | +2.3% |
| 30D | -6.3% | -12.2% | +5.9% | -3.3% |
| 3M | +5.4% | -6.6% | +12.0% | +6.7% |
| 6M | +7.4% | +3.2% | +4.3% | +6.1% |
| YTD | +16.2% | -1.3% | +17.5% | +15.5% |
| 1Y | +26.8% | +13.6% | +13.2% | +20.9% |
| All | +26.8% | +11.4% | +15.4% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling