+55.2%
AME vs TLN
+630.2%
-575.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.1% | -4.5% | +1.5% |
| 7D | -5.2% | -1.3% | -3.9% | -5.0% |
| 30D | -8.0% | -10.5% | +2.5% | -6.7% |
| 3M | -8.9% | +0.1% | -9.0% | -9.2% |
| 6M | -5.0% | -17.4% | +12.4% | -3.3% |
| YTD | +11.9% | -9.7% | +21.5% | +11.7% |
| 1Y | +16.6% | -12.3% | +28.9% | +16.7% |
| 3Y | +62.5% | +528.3% | -465.8% | +21.7% |
| All | +55.2% | +630.2% | -575.0% | +17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling