+27.3%
AME vs USFR
+4.0%
+23.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.7% |
| 7D | +0.6% | +0.1% | +0.6% | +1.2% |
| 30D | -6.7% | +0.3% | -7.0% | -3.9% |
| 3M | +4.1% | +1.0% | +3.1% | +13.2% |
| 6M | +1.6% | +1.9% | -0.4% | +14.3% |
| YTD | +16.1% | +2.6% | +13.5% | +29.6% |
| 1Y | +27.3% | +4.0% | +23.3% | +42.4% |
| All | +27.3% | +4.0% | +23.3% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling