+85.5%
AME vs RRX
+14.8%
+70.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.1% | -0.3% |
| 7D | 0.0% | -3.7% | +3.8% | +1.1% |
| 30D | -8.6% | -9.3% | +0.7% | -6.0% |
| 3M | +5.8% | -21.8% | +27.6% | +12.5% |
| 6M | +3.8% | -22.0% | +25.8% | +9.7% |
| YTD | +14.4% | +11.9% | +2.5% | +8.2% |
| 1Y | +25.8% | +11.6% | +14.2% | +18.2% |
| 3Y | +55.2% | +2.2% | +53.0% | +44.6% |
| 5Y | +85.5% | +14.9% | +70.7% | +63.7% |
| All | +85.5% | +14.8% | +70.8% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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