+62.5%
AME vs SM
-20.0%
+82.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.6% | +2.5% |
| 7D | -5.2% | -25.9% | +20.7% | -3.3% |
| 30D | -8.0% | -15.1% | +7.1% | -7.0% |
| 3M | -8.9% | +4.9% | -13.8% | -9.6% |
| 6M | -5.0% | +6.1% | -11.1% | -6.5% |
| YTD | +11.9% | +63.4% | -51.5% | +1.8% |
| 1Y | +16.6% | +72.5% | -55.8% | +4.9% |
| 3Y | +62.5% | -16.9% | +79.4% | +64.4% |
| All | +62.5% | -20.0% | +82.5% | +64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling