+737.9%
BE vs AME
+245.1%
+492.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +0.6% | +12.4% | +12.3% |
| 7D | +4.5% | +1.1% | +3.4% | +4.5% |
| 30D | -20.1% | -4.1% | -16.1% | -14.6% |
| 3M | -0.8% | -6.3% | +5.5% | +9.4% |
| 6M | -26.2% | +3.5% | -29.8% | -25.4% |
| YTD | +141.1% | +17.3% | +123.8% | +115.2% |
| 1Y | +64.8% | +22.0% | +42.8% | +42.0% |
| 3Y | +1,887.4% | +62.0% | +1,825.4% | +1,156.7% |
| 5Y | +518.1% | +78.5% | +439.6% | +259.0% |
| All | +737.9% | +245.1% | +492.8% | +155.1% |
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