+85.2%
AME vs RNG
-70.2%
+155.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.6% |
| 7D | +1.3% | -4.1% | +5.4% | +1.6% |
| 30D | -6.6% | +8.6% | -15.2% | -7.3% |
| 3M | +3.0% | +78.0% | -75.0% | -2.6% |
| 6M | +5.3% | +67.0% | -61.7% | -0.5% |
| YTD | +15.4% | +142.4% | -127.0% | +3.8% |
| 1Y | +26.8% | +120.4% | -93.6% | +15.0% |
| 3Y | +56.5% | +122.1% | -65.6% | +38.4% |
| 5Y | +85.2% | -69.8% | +155.1% | +84.8% |
| All | +85.2% | -70.2% | +155.5% | +84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling