+309.8%
BE vs AME
+29.6%
+280.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.3% | +3.4% | +1.6% |
| 7D | +9.0% | +1.7% | +7.3% | +6.3% |
| 30D | +16.3% | -6.4% | +22.7% | +29.3% |
| 3M | +10.8% | +7.1% | +3.7% | +3.4% |
| 6M | +73.2% | +8.2% | +65.0% | +59.7% |
| YTD | +217.4% | +18.2% | +199.2% | +174.9% |
| 1Y | +309.8% | +26.7% | +283.0% | +242.5% |
| All | +309.8% | +29.6% | +280.2% | +242.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling