+437.2%
AME vs USFR
+27.5%
+409.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +0.6% | +0.1% | +0.6% | +0.6% |
| 30D | -6.7% | +0.3% | -7.0% | -6.8% |
| 3M | +4.1% | +1.0% | +3.1% | +3.5% |
| 6M | +1.6% | +1.9% | -0.4% | +0.6% |
| YTD | +16.1% | +2.6% | +13.5% | +14.6% |
| 1Y | +27.3% | +4.0% | +23.3% | +24.7% |
| 3Y | +50.9% | +14.1% | +36.8% | +40.7% |
| 5Y | +81.4% | +20.4% | +61.0% | +64.1% |
| 10Y | +417.0% | +28.0% | +389.0% | +355.6% |
| All | +437.2% | +27.5% | +409.7% | +371.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling