+85.5%
AME vs TRI
-11.1%
+96.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.7% |
| 7D | 0.0% | -14.4% | +14.4% | +1.7% |
| 30D | -8.6% | -8.1% | -0.5% | -7.9% |
| 3M | +5.8% | +17.5% | -11.8% | +2.6% |
| 6M | +3.8% | -5.0% | +8.8% | +4.5% |
| YTD | +14.4% | -24.7% | +39.1% | +23.1% |
| 1Y | +25.8% | -41.5% | +67.3% | +47.5% |
| 3Y | +55.2% | -20.3% | +75.5% | +50.3% |
| 5Y | +85.5% | -10.9% | +96.5% | +59.3% |
| All | +85.5% | -11.1% | +96.7% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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