+78.5%
AME vs RL
+239.2%
-160.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.8% |
| 7D | +5.9% | +2.6% | +3.3% | +5.2% |
| 30D | -1.9% | +2.9% | -4.9% | -2.7% |
| 3M | -5.4% | 0.0% | -5.4% | -5.6% |
| 6M | +4.9% | +17.1% | -12.2% | -0.2% |
| YTD | +18.5% | +10.1% | +8.3% | +14.2% |
| 1Y | +25.5% | +17.3% | +8.1% | +18.7% |
| 3Y | +63.0% | +249.3% | -186.3% | +11.6% |
| All | +78.5% | +239.2% | -160.6% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling