+431.3%
AME vs SM
+4.2%
+427.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | -4.1% | -19.5% | +15.4% | -2.0% |
| 30D | -4.1% | -20.2% | +16.1% | -2.0% |
| 3M | -5.6% | -6.5% | +0.9% | -5.4% |
| 6M | +2.8% | +1.6% | +1.3% | +1.6% |
| YTD | +16.6% | +61.2% | -44.6% | +8.4% |
| 1Y | +21.1% | +65.4% | -44.3% | +12.1% |
| 3Y | +61.1% | -13.0% | +74.1% | +57.2% |
| 5Y | +76.6% | -4.3% | +80.8% | +65.4% |
| 10Y | +431.3% | +3.0% | +428.3% | +274.4% |
| All | +431.3% | +4.2% | +427.1% | +274.4% |
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