+16,138.9%
AME vs SUI
+4,171.7%
+11,967.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.7% | -6.6% | -6.2% |
| 7D | -11.4% | +8.8% | -20.2% | -14.2% |
| 30D | -12.1% | +8.9% | -21.0% | -15.1% |
| 3M | -12.3% | +2.0% | -14.4% | -13.5% |
| 6M | -4.6% | -0.6% | -4.0% | -5.4% |
| YTD | +9.1% | +1.3% | +7.8% | +7.3% |
| 1Y | +13.3% | +1.3% | +12.0% | +11.3% |
| 3Y | +58.2% | +16.3% | +41.9% | +44.7% |
| 5Y | +63.4% | -25.1% | +88.5% | +72.9% |
| 10Y | +436.7% | +121.1% | +315.6% | +273.1% |
| All | +16,138.9% | +4,171.7% | +11,967.2% | +5,122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 all: compounded portfolio wealth divided by compounded SUI 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…
all analysis · Full analysis span regression · 6 months rolling