+444.6%
AME vs TMF
-84.4%
+529.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.5% |
| 7D | -5.2% | +1.2% | -6.4% | -5.0% |
| 30D | -8.0% | +19.7% | -27.8% | -6.2% |
| 3M | -8.9% | -2.1% | -6.8% | -8.9% |
| 6M | -5.0% | -13.4% | +8.5% | -6.2% |
| YTD | +11.9% | -16.7% | +28.6% | +10.0% |
| 1Y | +16.6% | -23.3% | +40.0% | +13.7% |
| 3Y | +62.5% | -24.8% | +87.3% | +61.2% |
| 5Y | +67.6% | -88.0% | +155.6% | +19.9% |
| All | +444.6% | -84.4% | +529.0% | +340.2% |
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