+431.3%
AME vs SAN
+255.1%
+176.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -4.1% | +10.8% | -14.9% | -7.6% |
| 30D | -4.1% | -5.7% | +1.6% | -2.5% |
| 3M | -5.6% | -13.4% | +7.8% | -1.3% |
| 6M | +2.8% | +3.5% | -0.7% | +0.8% |
| YTD | +16.6% | +9.7% | +6.9% | +11.0% |
| 1Y | +21.1% | +20.9% | +0.2% | +11.3% |
| 3Y | +61.1% | +254.3% | -193.2% | -2.2% |
| 5Y | +76.6% | +304.2% | -227.7% | -2.3% |
| 10Y | +431.3% | +260.2% | +171.1% | +174.2% |
| All | +431.3% | +255.1% | +176.2% | +174.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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