+685.3%
AU vs AME
+82.6%
+602.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -4.0% |
| 7D | -7.0% | 0.0% | -7.0% | -7.0% |
| 30D | +7.3% | -8.6% | +15.9% | +10.3% |
| 3M | +33.2% | +5.8% | +27.4% | +30.4% |
| 6M | -0.6% | +3.8% | -4.5% | -1.8% |
| YTD | +26.2% | +14.4% | +11.7% | +22.5% |
| 1Y | +68.3% | +25.8% | +42.5% | +60.2% |
| 3Y | +592.1% | +55.2% | +536.9% | +516.0% |
| 5Y | +685.3% | +85.5% | +599.7% | +545.1% |
| All | +685.3% | +82.6% | +602.6% | +545.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling