+82.8%
AME vs S
-57.7%
+140.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +1.3% | -1.2% | +2.5% | +1.4% |
| 30D | -6.6% | -12.6% | +6.0% | -5.6% |
| 3M | +3.0% | +27.6% | -24.6% | +0.6% |
| 6M | +5.3% | +35.5% | -30.2% | +1.9% |
| YTD | +15.4% | +29.6% | -14.2% | +11.9% |
| 1Y | +26.8% | +8.1% | +18.7% | +24.8% |
| 3Y | +56.5% | +14.8% | +41.8% | +51.2% |
| 5Y | +85.2% | -70.6% | +155.8% | +85.3% |
| All | +82.8% | -57.7% | +140.6% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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