+433.0%
AME vs USFR
+28.1%
+404.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.2% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | -6.4% | +0.4% | -6.8% | -6.6% |
| 3M | +7.1% | +1.0% | +6.0% | +6.5% |
| 6M | +8.2% | +2.0% | +6.2% | +7.0% |
| YTD | +18.2% | +2.8% | +15.4% | +16.3% |
| 1Y | +26.7% | +4.1% | +22.7% | +23.7% |
| 3Y | +60.7% | +14.1% | +46.5% | +47.5% |
| 5Y | +91.6% | +20.6% | +71.0% | +68.0% |
| All | +433.0% | +28.1% | +404.9% | +366.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling