+84.7%
AME vs S
-49.1%
+133.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -4.1% | +1.4% | -5.5% | -4.2% |
| 30D | -4.1% | -10.8% | +6.7% | -3.4% |
| 3M | -5.6% | +5.4% | -11.0% | -6.4% |
| 6M | +2.8% | +41.2% | -38.4% | -0.7% |
| YTD | +16.6% | +56.2% | -39.6% | +11.0% |
| 1Y | +21.1% | +36.3% | -15.2% | +16.6% |
| 3Y | +61.1% | +49.4% | +11.7% | +52.1% |
| 5Y | +76.6% | -66.9% | +143.4% | +74.1% |
| All | +84.7% | -49.1% | +133.7% | +83.6% |
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