+214.8%
B vs AME
+444.5%
-229.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -7.3% | +5.9% | -13.2% | -8.3% |
| 30D | -3.3% | -1.9% | -1.4% | -3.1% |
| 3M | -7.8% | -5.4% | -2.4% | -7.0% |
| 6M | -15.5% | +4.9% | -20.5% | -16.3% |
| YTD | -12.3% | +18.5% | -30.7% | -14.5% |
| 1Y | +5.4% | +25.5% | -20.1% | +1.9% |
| 3Y | +165.5% | +63.0% | +102.5% | +146.3% |
| 5Y | +107.0% | +78.3% | +28.7% | +88.3% |
| All | +214.8% | +444.5% | -229.6% | +210.1% |
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