+85.5%
AME vs TRU
-36.7%
+122.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | 0.0% | -9.4% | +9.4% | +2.3% |
| 30D | -8.6% | -4.1% | -4.5% | -7.9% |
| 3M | +5.8% | +13.6% | -7.8% | +1.5% |
| 6M | +3.8% | +3.6% | +0.3% | +1.7% |
| YTD | +14.4% | -9.8% | +24.3% | +15.4% |
| 1Y | +25.8% | -13.6% | +39.4% | +27.9% |
| 3Y | +55.2% | -2.0% | +57.1% | +48.6% |
| 5Y | +85.5% | -35.8% | +121.3% | +105.2% |
| All | +85.5% | -36.7% | +122.2% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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