+672.3%
AU vs AME
+445.1%
+227.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.7% | 0.0% |
| 7D | -4.3% | +1.7% | -6.0% | -4.5% |
| 30D | +7.3% | -6.4% | +13.7% | +8.5% |
| 3M | +26.3% | +7.1% | +19.2% | +24.7% |
| 6M | +1.8% | +8.2% | -6.4% | +0.5% |
| YTD | +26.8% | +18.2% | +8.6% | +24.2% |
| 1Y | +66.7% | +26.7% | +39.9% | +61.9% |
| 3Y | +579.1% | +60.7% | +518.4% | +538.1% |
| 5Y | +689.3% | +91.6% | +597.8% | +623.4% |
| All | +672.3% | +445.1% | +227.2% | +611.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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