+668.0%
BE vs AME
+248.6%
+419.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.4% | -5.4% |
| 7D | +10.8% | +5.9% | +4.9% | +4.2% |
| 30D | -19.8% | -1.9% | -17.9% | -16.5% |
| 3M | -18.7% | -5.4% | -13.4% | -11.5% |
| 6M | -33.7% | +4.9% | -38.7% | -34.0% |
| YTD | +121.0% | +18.5% | +102.5% | +94.9% |
| 1Y | +85.4% | +25.5% | +59.9% | +54.4% |
| 3Y | +1,709.5% | +63.0% | +1,646.5% | +1,035.2% |
| 5Y | +462.2% | +78.3% | +383.9% | +226.2% |
| All | +668.0% | +248.6% | +419.4% | +131.0% |
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