+977.1%
BE vs AME
+239.7%
+737.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.2% | -2.2% |
| 7D | +23.9% | +1.3% | +22.6% | +22.3% |
| 30D | +27.8% | -6.6% | +34.4% | +38.1% |
| 3M | +3.7% | +3.0% | +0.8% | +2.7% |
| 6M | +78.0% | +5.3% | +72.7% | +72.7% |
| YTD | +209.9% | +15.4% | +194.5% | +175.0% |
| 1Y | +389.6% | +26.8% | +362.8% | +293.5% |
| 3Y | +1,730.6% | +56.5% | +1,674.1% | +1,073.0% |
| 5Y | +1,227.8% | +85.2% | +1,142.6% | +624.7% |
| All | +977.1% | +239.7% | +737.4% | +226.1% |
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