+237.7%
BAC vs AME
+438.4%
-200.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.2% |
| 7D | +2.1% | -4.1% | +6.2% | +4.9% |
| 30D | -6.7% | -4.1% | -2.6% | -4.4% |
| 3M | -20.2% | -5.6% | -14.6% | -17.5% |
| 6M | -0.2% | +2.8% | -3.1% | -4.1% |
| YTD | -6.4% | +16.6% | -23.0% | -19.2% |
| 1Y | -3.1% | +21.1% | -24.2% | -19.0% |
| 3Y | +96.7% | +61.1% | +35.7% | +26.3% |
| 5Y | +21.3% | +76.6% | -55.3% | -29.5% |
| 10Y | +237.7% | +431.3% | -193.6% | -23.5% |
| All | +237.7% | +438.4% | -200.7% | -23.5% |
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 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