+1,683.6%
BE vs AME
+63.1%
+1,620.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.2% | +7.7% | +6.5% |
| 7D | -1.2% | -1.5% | +0.3% | +2.1% |
| 30D | -30.9% | -4.2% | -26.7% | -25.6% |
| 3M | -11.6% | -5.9% | -5.7% | -2.2% |
| 6M | -25.7% | +2.8% | -28.5% | -24.2% |
| YTD | +123.1% | +16.6% | +106.6% | +102.3% |
| 1Y | +43.4% | +22.1% | +21.3% | +25.2% |
| 3Y | +1,683.6% | +64.7% | +1,618.9% | +987.4% |
| All | +1,683.6% | +63.1% | +1,620.5% | +987.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling