+441.6%
AME vs SM
+10.6%
+431.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.6% | -5.0% | 0.0% |
| 7D | +1.1% | +0.3% | +0.8% | +1.1% |
| 30D | -4.1% | -17.3% | +13.2% | -2.3% |
| 3M | -6.3% | -3.6% | -2.8% | -6.4% |
| 6M | +3.5% | +2.9% | +0.7% | +2.1% |
| YTD | +17.3% | +70.2% | -52.9% | +8.4% |
| 1Y | +22.0% | +66.5% | -44.5% | +12.9% |
| 3Y | +62.0% | -8.2% | +70.2% | +57.2% |
| 5Y | +78.5% | -1.5% | +80.0% | +66.7% |
| 10Y | +441.6% | +11.9% | +429.7% | +278.2% |
| All | +441.6% | +10.6% | +431.1% | +278.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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