+441.6%
AME vs TMF
-81.8%
+523.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +1.1% | -3.4% | +4.5% | +0.8% |
| 30D | -4.1% | +11.5% | -15.6% | -2.9% |
| 3M | -6.3% | -4.5% | -1.8% | -6.6% |
| 6M | +3.5% | -15.0% | +18.5% | +2.0% |
| YTD | +17.3% | -19.9% | +37.1% | +14.9% |
| 1Y | +22.0% | -26.6% | +48.6% | +18.5% |
| 3Y | +62.0% | -29.8% | +91.8% | +59.4% |
| 5Y | +78.5% | -88.2% | +166.7% | +28.2% |
| 10Y | +441.6% | -81.4% | +523.0% | +367.7% |
| All | +441.6% | -81.8% | +523.4% | +367.7% |
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