+440.7%
AME vs RRC
+73.1%
+367.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.4% |
| 7D | +5.9% | +6.4% | -0.5% | +5.1% |
| 30D | -1.9% | +23.9% | -25.8% | -4.5% |
| 3M | -5.4% | +30.2% | -35.5% | -8.5% |
| 6M | +4.9% | +26.3% | -21.3% | +1.6% |
| YTD | +18.5% | +48.1% | -29.6% | +12.1% |
| 1Y | +25.5% | +37.7% | -12.2% | +19.7% |
| 3Y | +63.0% | +60.3% | +2.7% | +51.0% |
| 5Y | +78.3% | +135.3% | -57.0% | +53.1% |
| All | +440.7% | +73.1% | +367.6% | +289.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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