+371.8%
AME vs RUN
-31.9%
+403.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +2.0% | +1.5% |
| 7D | +0.6% | +1.3% | -0.6% | +0.5% |
| 30D | -6.7% | -15.3% | +8.6% | -5.5% |
| 3M | +4.1% | -40.0% | +44.1% | +8.2% |
| 6M | +1.6% | -27.0% | +28.5% | +3.5% |
| YTD | +16.1% | -51.7% | +67.8% | +21.0% |
| 1Y | +27.3% | -45.9% | +73.2% | +30.4% |
| 3Y | +50.9% | -43.8% | +94.6% | +38.7% |
| 5Y | +81.4% | -80.5% | +161.9% | +76.3% |
| 10Y | +417.0% | +45.3% | +371.7% | +272.5% |
| All | +371.8% | -31.9% | +403.8% | +243.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling