+383.0%
AME vs TRU
+243.2%
+139.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.9% |
| 7D | +8.1% | -2.2% | +10.3% | +8.8% |
| 30D | -3.8% | +20.2% | -23.9% | -10.0% |
| 3M | -6.6% | +2.2% | -8.9% | -8.5% |
| 6M | +4.6% | +17.6% | -13.0% | -3.3% |
| YTD | +17.9% | -5.0% | +22.9% | +15.8% |
| 1Y | +23.2% | -1.0% | +24.2% | +19.1% |
| 3Y | +62.9% | +56.5% | +6.4% | +25.8% |
| 5Y | +77.5% | -26.2% | +103.7% | +78.9% |
| 10Y | +444.7% | +184.5% | +260.2% | +248.0% |
| All | +383.0% | +243.2% | +139.8% | +200.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling