+428.5%
AME vs SFM
+280.6%
+148.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | -0.2% |
| 7D | +1.3% | -7.2% | +8.5% | +2.1% |
| 30D | -6.6% | -14.3% | +7.8% | -5.1% |
| 3M | +3.0% | -13.7% | +16.7% | +4.3% |
| 6M | +5.3% | -6.0% | +11.3% | +5.1% |
| YTD | +15.4% | -8.2% | +23.7% | +15.3% |
| 1Y | +26.8% | -46.2% | +73.1% | +35.1% |
| 3Y | +56.5% | +83.6% | -27.0% | +36.5% |
| 5Y | +85.2% | +212.7% | -127.5% | +45.9% |
| 10Y | +428.5% | +273.0% | +155.5% | +287.6% |
| All | +428.5% | +280.6% | +148.0% | +287.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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