+441.6%
AME vs SFM
+140.8%
+300.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | +0.2% |
| 7D | +1.1% | -7.1% | +8.2% | +1.8% |
| 30D | -4.1% | -21.4% | +17.3% | -2.3% |
| 3M | -6.3% | -40.1% | +33.8% | -2.0% |
| 6M | +3.5% | -38.0% | +41.6% | +7.6% |
| YTD | +17.3% | -36.5% | +53.8% | +20.9% |
| 1Y | +22.0% | -35.2% | +57.2% | +25.3% |
| 3Y | +62.0% | +23.5% | +38.5% | +46.0% |
| 5Y | +78.5% | +109.7% | -31.2% | +44.9% |
| 10Y | +441.6% | +132.6% | +309.1% | +318.8% |
| All | +441.6% | +140.8% | +300.9% | +318.8% |
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