+440.7%
AME vs SM
+18.0%
+422.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | +5.9% | +9.4% | -3.5% | +4.8% |
| 30D | -1.9% | -14.4% | +12.5% | -0.5% |
| 3M | -5.4% | +1.6% | -6.9% | -5.9% |
| 6M | +4.9% | +6.3% | -1.4% | +3.1% |
| YTD | +18.5% | +78.8% | -60.3% | +8.9% |
| 1Y | +25.5% | +83.1% | -57.7% | +14.9% |
| 3Y | +63.0% | -5.9% | +68.9% | +57.7% |
| 5Y | +78.3% | +4.8% | +73.5% | +65.4% |
| All | +440.7% | +18.0% | +422.7% | +276.0% |
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