+61.1%
AME vs TLN
+602.5%
-541.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.7% | -0.4% |
| 7D | +2.8% | +10.9% | -8.1% | +1.3% |
| 30D | -6.3% | -6.3% | 0.0% | -5.6% |
| 3M | +5.4% | -10.7% | +16.1% | +6.6% |
| 6M | +7.4% | +1.6% | +5.8% | +6.5% |
| YTD | +16.2% | -13.1% | +29.3% | +16.9% |
| 1Y | +26.8% | -15.1% | +41.9% | +27.4% |
| 3Y | +57.5% | +495.0% | -437.5% | +19.4% |
| All | +61.1% | +602.5% | -541.3% | +22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling