+91.1%
AME vs RUN
-81.0%
+172.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +3.3% |
| 7D | +1.7% | -3.7% | +5.5% | +2.0% |
| 30D | -6.4% | -13.0% | +6.6% | -5.7% |
| 3M | +7.1% | -31.8% | +38.9% | +9.2% |
| 6M | +8.2% | -32.2% | +40.4% | +10.0% |
| YTD | +18.2% | -53.5% | +71.6% | +21.7% |
| 1Y | +26.7% | -46.5% | +73.3% | +29.0% |
| 3Y | +60.7% | -37.6% | +98.3% | +50.0% |
| All | +91.1% | -81.0% | +172.1% | +86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling