+1,251.0%
BE vs AME
+85.0%
+1,165.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | 0.0% | +9.6% | +9.6% |
| 7D | +29.8% | +2.8% | +27.0% | +25.7% |
| 30D | +26.4% | -6.3% | +32.7% | +37.1% |
| 3M | +9.3% | +5.4% | +3.9% | +5.3% |
| 6M | +105.1% | +7.4% | +97.6% | +93.9% |
| YTD | +219.0% | +16.2% | +202.9% | +178.3% |
| 1Y | +418.8% | +26.8% | +391.9% | +310.3% |
| 3Y | +1,784.6% | +57.5% | +1,727.1% | +1,039.8% |
| 5Y | +1,251.0% | +84.8% | +1,166.1% | +601.0% |
| All | +1,251.0% | +85.0% | +1,165.9% | +601.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling