+1,580.2%
BE vs AME
+54.4%
+1,525.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.5% | +5.9% | +5.5% |
| 7D | +20.0% | +0.6% | +19.4% | +19.1% |
| 30D | +7.9% | -6.7% | +14.6% | +17.5% |
| 3M | -13.2% | +4.1% | -17.3% | -14.9% |
| 6M | +53.5% | +1.6% | +51.9% | +54.8% |
| YTD | +191.0% | +16.1% | +174.9% | +158.0% |
| 1Y | +360.5% | +27.3% | +333.2% | +273.9% |
| All | +1,580.2% | +54.4% | +1,525.8% | +936.2% |
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