+85.4%
BE vs AME
+24.0%
+61.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.4% | -5.8% |
| 7D | +10.8% | +5.9% | +4.9% | -0.1% |
| 30D | -19.8% | -1.9% | -17.9% | -15.3% |
| 3M | -18.7% | -5.4% | -13.4% | -7.8% |
| 6M | -33.7% | +4.9% | -38.7% | -35.5% |
| YTD | +121.0% | +18.5% | +102.5% | +76.2% |
| 1Y | +85.4% | +25.5% | +59.9% | +35.0% |
| All | +85.4% | +24.0% | +61.4% | +35.0% |
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 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