+20.4%
AME vs TLN
-17.6%
+38.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -8.5% | +3.9% | -3.1% |
| 7D | -4.4% | -6.0% | +1.6% | -3.4% |
| 30D | -5.9% | -1.5% | -4.4% | -5.7% |
| 3M | -6.5% | -3.9% | -2.7% | -6.3% |
| 6M | +3.2% | -15.0% | +18.2% | +5.0% |
| YTD | +16.0% | -12.8% | +28.8% | +16.4% |
| 1Y | +20.4% | -17.3% | +37.8% | +20.8% |
| All | +20.4% | -17.6% | +38.0% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling