+433.0%
AME vs RNG
+222.9%
+210.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.4% | +3.3% |
| 7D | +1.7% | -6.1% | +7.8% | +2.5% |
| 30D | -6.4% | +9.6% | -16.0% | -7.5% |
| 3M | +7.1% | +83.3% | -76.2% | -0.9% |
| 6M | +8.2% | +77.9% | -69.8% | -0.5% |
| YTD | +18.2% | +139.9% | -121.8% | +3.3% |
| 1Y | +26.7% | +121.7% | -94.9% | +11.6% |
| 3Y | +60.7% | +121.9% | -61.2% | +37.5% |
| 5Y | +91.6% | -68.4% | +159.9% | +103.5% |
| All | +433.0% | +222.9% | +210.2% | +241.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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