+605.8%
AU vs AME
+55.9%
+549.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.3% | +0.9% |
| 7D | +0.6% | +1.3% | -0.7% | +0.2% |
| 30D | +12.3% | -6.6% | +18.9% | +14.7% |
| 3M | +29.4% | +3.0% | +26.4% | +27.7% |
| 6M | +3.2% | +5.3% | -2.1% | +1.3% |
| YTD | +31.8% | +15.4% | +16.4% | +28.7% |
| 1Y | +83.4% | +26.8% | +56.6% | +77.4% |
| All | +605.8% | +55.9% | +549.9% | +605.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling