+431.9%
AME vs RRC
+4.9%
+426.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +2.8% | -1.2% | +4.0% | +2.9% |
| 30D | -6.3% | +9.4% | -15.7% | -7.3% |
| 3M | +5.4% | +7.4% | -2.0% | +4.3% |
| 6M | +7.4% | +1.5% | +6.0% | +6.8% |
| YTD | +16.2% | +19.4% | -3.2% | +13.0% |
| 1Y | +26.8% | +24.2% | +2.6% | +22.5% |
| 3Y | +57.5% | +32.8% | +24.7% | +49.3% |
| 5Y | +84.8% | +152.9% | -68.1% | +56.9% |
| All | +431.9% | +4.9% | +426.9% | +309.6% |
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