+8,318.6%
AME vs RL
+1,366.2%
+6,952.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +0.9% |
| 7D | +0.6% | -0.8% | +1.4% | +0.8% |
| 30D | -6.7% | -7.8% | +1.1% | -4.7% |
| 3M | +4.1% | -4.0% | +8.1% | +4.9% |
| 6M | +1.6% | -1.9% | +3.5% | +1.3% |
| YTD | +16.1% | -0.2% | +16.3% | +15.0% |
| 1Y | +27.3% | +10.7% | +16.7% | +22.1% |
| 3Y | +50.9% | +210.8% | -159.9% | +5.2% |
| 5Y | +81.4% | +238.2% | -156.9% | +19.5% |
| 10Y | +417.0% | +313.4% | +103.6% | +200.6% |
| All | +8,318.6% | +1,366.2% | +6,952.4% | +2,923.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling