+440.7%
AME vs SFM
+140.2%
+300.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | +5.9% | +6.0% | -0.2% | +5.3% |
| 30D | -1.9% | -19.5% | +17.5% | -0.3% |
| 3M | -5.4% | -37.0% | +31.7% | -1.4% |
| 6M | +4.9% | -41.0% | +45.9% | +9.7% |
| YTD | +18.5% | -34.6% | +53.1% | +21.7% |
| 1Y | +25.5% | -36.3% | +61.7% | +29.3% |
| 3Y | +63.0% | +24.5% | +38.5% | +47.1% |
| 5Y | +78.3% | +115.9% | -37.6% | +44.4% |
| All | +440.7% | +140.2% | +300.5% | +318.5% |
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