+84.8%
AME vs SFM
+219.5%
-134.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | +0.5% |
| 7D | +2.8% | -5.8% | +8.6% | +3.2% |
| 30D | -6.3% | -11.4% | +5.1% | -5.5% |
| 3M | +5.4% | -12.2% | +17.6% | +6.1% |
| 6M | +7.4% | -5.2% | +12.6% | +7.2% |
| YTD | +16.2% | -4.5% | +20.6% | +15.8% |
| 1Y | +26.8% | -45.4% | +72.2% | +34.5% |
| 3Y | +57.5% | +91.1% | -33.6% | +37.2% |
| 5Y | +84.8% | +226.8% | -141.9% | +49.6% |
| All | +84.8% | +219.5% | -134.7% | +49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling