+23.3%
BA vs AME
+444.5%
-421.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.4% |
| 7D | -1.1% | +5.9% | -7.0% | -5.7% |
| 30D | -7.1% | -1.9% | -5.2% | -6.6% |
| 3M | -25.5% | -5.4% | -20.2% | -23.1% |
| 6M | -28.7% | +4.9% | -33.6% | -32.7% |
| YTD | -21.0% | +18.5% | -39.5% | -33.2% |
| 1Y | -11.9% | +25.5% | -37.3% | -29.1% |
| 3Y | -16.2% | +63.0% | -79.2% | -49.5% |
| 5Y | -22.4% | +78.3% | -100.7% | -57.6% |
| All | +23.3% | +444.5% | -421.1% | -66.9% |
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