+25.7%
BIL vs AME
+438.4%
-412.7%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.1% | -4.1% | +4.2% | +0.1% |
| 30D | 0.0% | -4.1% | +4.1% | 0.0% |
| 3M | +0.6% | -5.6% | +6.2% | +0.6% |
| 6M | +1.5% | +2.8% | -1.3% | +1.5% |
| YTD | +2.8% | +16.6% | -13.8% | +2.8% |
| 1Y | +3.3% | +21.1% | -17.8% | +3.3% |
| 3Y | +13.4% | +61.1% | -47.7% | +13.4% |
| 5Y | +19.8% | +76.6% | -56.7% | +19.9% |
| 10Y | +25.7% | +431.3% | -405.7% | +25.4% |
| All | +25.7% | +438.4% | -412.7% | +25.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling