+26.8%
AME vs SM
+46.0%
-19.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | +1.3% | -0.2% | +1.5% | +1.3% |
| 30D | -6.6% | +20.3% | -26.9% | -4.8% |
| 3M | +3.0% | +22.9% | -20.0% | +5.6% |
| 6M | +5.3% | +47.8% | -42.5% | +8.0% |
| YTD | +15.4% | +107.5% | -92.0% | +16.4% |
| 1Y | +26.8% | +51.7% | -24.9% | +28.7% |
| All | +26.8% | +46.0% | -19.2% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling