+69.5%
AME vs TAP
+2.0%
+67.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.5% | +7.0% | +3.2% |
| 7D | -5.2% | +0.5% | -5.7% | -5.4% |
| 30D | -8.0% | +9.1% | -17.2% | -9.6% |
| 3M | -8.9% | -3.8% | -5.1% | -8.6% |
| 6M | -5.0% | -3.4% | -1.5% | -5.0% |
| YTD | +11.9% | -10.6% | +22.5% | +13.1% |
| 1Y | +16.6% | -4.4% | +21.0% | +16.1% |
| 3Y | +62.5% | -24.4% | +86.8% | +68.4% |
| All | +69.5% | +2.0% | +67.5% | +59.8% |
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