+54.7%
AME vs TAP
-27.5%
+82.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +0.6% | -2.3% | +2.9% | +0.8% |
| 30D | -6.7% | -2.1% | -4.5% | -6.5% |
| 3M | +4.1% | +6.6% | -2.5% | +3.1% |
| 6M | +1.6% | -11.5% | +13.1% | +2.9% |
| YTD | +16.1% | -10.3% | +26.4% | +17.1% |
| 1Y | +27.3% | -14.4% | +41.7% | +29.2% |
| All | +54.7% | -27.5% | +82.2% | +59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling