+8,009.9%
AME vs RL
+1,476.5%
+6,533.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +2.9% |
| 7D | -5.2% | -4.2% | -1.0% | -4.1% |
| 30D | -8.0% | +4.3% | -12.3% | -9.2% |
| 3M | -8.9% | -4.6% | -4.3% | -7.9% |
| 6M | -5.0% | +1.7% | -6.7% | -6.3% |
| YTD | +11.9% | +7.3% | +4.5% | +8.3% |
| 1Y | +16.6% | +20.8% | -4.2% | +9.1% |
| 3Y | +62.5% | +247.0% | -184.5% | +9.8% |
| 5Y | +67.6% | +225.5% | -157.9% | +12.1% |
| 10Y | +450.4% | +363.0% | +87.3% | +209.7% |
| All | +8,009.9% | +1,476.5% | +6,533.4% | +2,748.4% |
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 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