+421.3%
AME vs TMF
-87.2%
+508.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.5% |
| 7D | +0.6% | -1.4% | +2.1% | +0.5% |
| 30D | -6.7% | -2.8% | -3.9% | -6.9% |
| 3M | +4.1% | -10.9% | +15.0% | +2.9% |
| 6M | +1.6% | -21.3% | +22.9% | -0.9% |
| YTD | +16.1% | -15.9% | +32.0% | +14.2% |
| 1Y | +27.3% | -15.7% | +43.1% | +25.4% |
| 3Y | +50.9% | -43.4% | +94.2% | +43.8% |
| 5Y | +81.4% | -87.8% | +169.1% | +31.5% |
| All | +421.3% | -87.2% | +508.5% | +349.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling