+62.3%
AME vs USFR
+14.3%
+48.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +8.1% | +0.1% | +8.0% | +8.2% |
| 30D | -3.8% | +0.4% | -4.1% | -3.4% |
| 3M | -6.6% | +1.0% | -7.7% | -5.5% |
| 6M | +4.6% | +2.0% | +2.5% | +6.6% |
| YTD | +17.9% | +3.4% | +14.5% | +18.8% |
| 1Y | +23.2% | +4.1% | +19.1% | +22.9% |
| All | +62.3% | +14.3% | +48.0% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling