+225.3%
AME vs TENB
+1.4%
+223.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.3% |
| 7D | +2.8% | -5.0% | +7.8% | +3.7% |
| 30D | -6.3% | -7.4% | +1.1% | -5.4% |
| 3M | +5.4% | +22.3% | -16.9% | +0.3% |
| 6M | +7.4% | +60.2% | -52.7% | -3.9% |
| YTD | +16.2% | +43.2% | -27.1% | +5.6% |
| 1Y | +26.8% | +8.2% | +18.7% | +22.0% |
| 3Y | +57.5% | -23.8% | +81.3% | +59.7% |
| 5Y | +84.8% | -26.9% | +111.7% | +79.1% |
| All | +225.3% | +1.4% | +223.9% | +147.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TENB 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling