+84.5%
AME vs TAP
+2.2%
+82.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +0.6% | -2.3% | +2.9% | +1.0% |
| 30D | -6.7% | -2.1% | -4.5% | -6.4% |
| 3M | +4.1% | +6.6% | -2.5% | +2.4% |
| 6M | +1.6% | -11.5% | +13.1% | +3.6% |
| YTD | +16.1% | -10.3% | +26.4% | +17.7% |
| 1Y | +27.3% | -14.4% | +41.7% | +30.2% |
| 3Y | +50.9% | -28.3% | +79.1% | +59.1% |
| All | +84.5% | +2.2% | +82.3% | +70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling