+431.9%
AME vs SM
+15.3%
+416.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | -0.4% |
| 7D | +2.8% | -0.2% | +2.9% | +2.8% |
| 30D | -6.3% | +31.5% | -37.8% | -9.1% |
| 3M | +5.4% | +17.3% | -12.0% | +3.0% |
| 6M | +7.4% | +48.5% | -41.1% | +1.6% |
| YTD | +16.2% | +106.3% | -90.1% | +5.6% |
| 1Y | +26.8% | +47.3% | -20.5% | +19.3% |
| 3Y | +57.5% | -1.4% | +58.9% | +52.0% |
| 5Y | +84.8% | +114.0% | -29.2% | +58.6% |
| All | +431.9% | +15.3% | +416.6% | +267.5% |
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