+431.3%
AME vs TAP
-48.8%
+480.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -4.1% | -4.5% | +0.4% | -3.0% |
| 30D | -4.1% | +7.5% | -11.6% | -6.6% |
| 3M | -5.6% | -4.9% | -0.7% | -5.0% |
| 6M | +2.8% | -3.5% | +6.3% | +2.6% |
| YTD | +16.6% | -11.4% | +28.0% | +18.7% |
| 1Y | +21.1% | -10.8% | +31.9% | +22.8% |
| 3Y | +61.1% | -24.5% | +85.6% | +69.0% |
| 5Y | +76.6% | +2.5% | +74.1% | +62.3% |
| 10Y | +431.3% | -47.6% | +478.9% | +382.3% |
| All | +431.3% | -48.8% | +480.2% | +382.3% |
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