+438.3%
AME vs RUN
+66.4%
+371.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.1% | +6.6% | +1.1% |
| 7D | +8.1% | -13.7% | +21.8% | +9.4% |
| 30D | -3.8% | +9.4% | -13.1% | -4.9% |
| 3M | -6.6% | -13.4% | +6.8% | -5.9% |
| 6M | +4.6% | -39.6% | +44.1% | +8.3% |
| YTD | +17.9% | -53.7% | +71.6% | +23.1% |
| 1Y | +23.2% | -56.2% | +79.4% | +29.0% |
| 3Y | +62.9% | -9.7% | +72.7% | +39.6% |
| 5Y | +77.5% | -85.5% | +163.0% | +80.3% |
| All | +438.3% | +66.4% | +371.9% | +232.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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