+85.2%
AME vs WU
-51.4%
+136.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.5% |
| 7D | +1.3% | -4.9% | +6.3% | +2.3% |
| 30D | -6.6% | -1.3% | -5.3% | -6.4% |
| 3M | +3.0% | -3.6% | +6.5% | +2.6% |
| 6M | +5.3% | -24.3% | +29.6% | +10.6% |
| YTD | +15.4% | -21.1% | +36.5% | +19.7% |
| 1Y | +26.8% | -10.3% | +37.1% | +26.9% |
| 3Y | +56.5% | -28.4% | +84.9% | +63.4% |
| 5Y | +85.2% | -51.2% | +136.5% | +108.0% |
| All | +85.2% | -51.4% | +136.7% | +108.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling