+57.5%
AME vs USFR
+14.0%
+43.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | +0.1% |
| 7D | +2.8% | +0.1% | +2.7% | +2.9% |
| 30D | -6.3% | +0.3% | -6.6% | -5.7% |
| 3M | +5.4% | +1.0% | +4.4% | +7.0% |
| 6M | +7.4% | +1.9% | +5.5% | +9.8% |
| YTD | +16.2% | +2.7% | +13.5% | +18.9% |
| 1Y | +26.8% | +4.0% | +22.8% | +30.2% |
| 3Y | +57.5% | +14.0% | +43.5% | +69.1% |
| All | +57.5% | +14.0% | +43.5% | +69.1% |
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