+416.2%
AME vs WU
-39.5%
+455.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.6% |
| 7D | 0.0% | -5.0% | +5.0% | +1.7% |
| 30D | -8.6% | -2.3% | -6.3% | -8.1% |
| 3M | +5.8% | -3.2% | +9.0% | +5.1% |
| 6M | +3.8% | -25.0% | +28.9% | +12.6% |
| YTD | +14.4% | -21.7% | +36.1% | +21.7% |
| 1Y | +25.8% | -9.0% | +34.7% | +25.3% |
| 3Y | +55.2% | -28.9% | +84.0% | +65.9% |
| 5Y | +85.5% | -51.0% | +136.6% | +127.9% |
| All | +416.2% | -39.5% | +455.7% | +475.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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