+424.3%
AME vs Z
-7.0%
+431.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.5% | +0.9% |
| 7D | +2.8% | -3.3% | +6.0% | +3.2% |
| 30D | -6.3% | -3.7% | -2.5% | -6.0% |
| 3M | +5.4% | -7.0% | +12.4% | +5.9% |
| 6M | +7.4% | -29.5% | +37.0% | +12.1% |
| YTD | +16.2% | -52.6% | +68.7% | +27.8% |
| 1Y | +26.8% | -64.0% | +90.8% | +44.9% |
| 3Y | +57.5% | -36.4% | +93.9% | +61.3% |
| 5Y | +84.8% | -65.8% | +150.6% | +96.9% |
| 10Y | +424.3% | -5.8% | +430.1% | +329.3% |
| All | +424.3% | -7.0% | +431.3% | +329.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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