+87.6%
AME vs S
-51.7%
+139.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +5.9% | +2.0% | +3.9% | +5.7% |
| 30D | -1.9% | -2.7% | +0.8% | -1.8% |
| 3M | -5.4% | -6.9% | +1.5% | -5.2% |
| 6M | +4.9% | +38.1% | -33.1% | +1.4% |
| YTD | +18.5% | +48.0% | -29.5% | +13.2% |
| 1Y | +25.5% | +34.5% | -9.0% | +20.8% |
| 3Y | +63.0% | +38.3% | +24.7% | +54.8% |
| 5Y | +78.3% | -70.9% | +149.2% | +76.7% |
| All | +87.6% | -51.7% | +139.4% | +87.3% |
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