+416.2%
AME vs TAP
-50.5%
+466.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | 0.0% | -5.3% | +5.3% | +1.6% |
| 30D | -8.6% | -7.4% | -1.2% | -6.7% |
| 3M | +5.8% | -4.9% | +10.7% | +6.7% |
| 6M | +3.8% | -14.2% | +18.0% | +7.8% |
| YTD | +14.4% | -14.8% | +29.3% | +18.5% |
| 1Y | +25.8% | -18.1% | +43.9% | +31.4% |
| 3Y | +55.2% | -32.7% | +87.9% | +69.8% |
| 5Y | +85.5% | -0.5% | +86.0% | +72.8% |
| All | +416.2% | -50.5% | +466.7% | +387.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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