+84.8%
AME vs SM
+111.2%
-26.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | -0.3% |
| 7D | +2.8% | -0.2% | +2.9% | +2.8% |
| 30D | -6.3% | +31.5% | -37.8% | -8.7% |
| 3M | +5.4% | +17.3% | -12.0% | +3.4% |
| 6M | +7.4% | +48.5% | -41.1% | +1.7% |
| YTD | +16.2% | +106.3% | -90.1% | +5.1% |
| 1Y | +26.8% | +47.3% | -20.5% | +19.5% |
| 3Y | +57.5% | -1.4% | +58.9% | +52.2% |
| 5Y | +84.8% | +114.0% | -29.2% | +63.7% |
| All | +84.8% | +111.2% | -26.4% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling