+78.5%
AME vs TMF
-88.6%
+167.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.5% |
| 7D | +5.9% | -9.3% | +15.1% | +6.1% |
| 30D | -1.9% | +1.9% | -3.8% | -2.0% |
| 3M | -5.4% | -11.2% | +5.9% | -5.1% |
| 6M | +4.9% | -17.7% | +22.6% | +5.4% |
| YTD | +18.5% | -24.5% | +42.9% | +19.2% |
| 1Y | +25.5% | -29.4% | +54.9% | +26.4% |
| 3Y | +63.0% | -33.4% | +96.4% | +63.3% |
| All | +78.5% | -88.6% | +167.1% | +73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling