+31.8%
BA vs AME
+442.8%
-411.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | -1.5% |
| 7D | +1.1% | -5.2% | +6.2% | +5.0% |
| 30D | -7.9% | -8.0% | +0.1% | -2.3% |
| 3M | -25.3% | -8.9% | -16.4% | -20.4% |
| 6M | -24.6% | -5.0% | -19.6% | -22.8% |
| YTD | -20.1% | +11.9% | -32.0% | -29.2% |
| 1Y | -11.8% | +16.6% | -28.4% | -24.6% |
| 3Y | -10.1% | +62.5% | -72.6% | -46.1% |
| 5Y | -22.7% | +67.6% | -90.3% | -55.6% |
| All | +31.8% | +442.8% | -411.0% | -63.6% |
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