+443.9%
AME vs Z
-11.7%
+455.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.8% | +0.4% | +3.7% |
| 7D | -1.5% | -5.2% | +3.6% | -0.9% |
| 30D | -4.2% | +5.7% | -9.9% | -5.3% |
| 3M | -5.9% | -8.7% | +2.8% | -5.5% |
| 6M | +2.8% | -26.0% | +28.8% | +6.1% |
| YTD | +16.6% | -55.0% | +71.6% | +28.5% |
| 1Y | +22.1% | -58.0% | +80.1% | +35.8% |
| 3Y | +64.7% | -15.2% | +79.9% | +61.0% |
| 5Y | +76.6% | -53.8% | +130.4% | +81.0% |
| 10Y | +443.9% | -14.5% | +458.4% | +350.0% |
| All | +443.9% | -11.7% | +455.5% | +350.0% |
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