+66.7%
AU vs AME
+29.6%
+37.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.7% | -2.0% |
| 7D | -4.3% | +1.7% | -6.0% | -5.6% |
| 30D | +7.3% | -6.4% | +13.7% | +13.1% |
| 3M | +26.3% | +7.1% | +19.2% | +16.7% |
| 6M | +1.8% | +8.2% | -6.4% | -6.7% |
| YTD | +26.8% | +18.2% | +8.6% | +15.5% |
| 1Y | +66.7% | +26.7% | +39.9% | +51.3% |
| All | +66.7% | +29.6% | +37.1% | +51.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling