+74.4%
BND vs AME
+1,682.0%
-1,607.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | -1.4% | +8.1% | -9.5% | -1.3% |
| 30D | +0.8% | -3.8% | +4.6% | +0.8% |
| 3M | -1.2% | -6.6% | +5.4% | -1.3% |
| 6M | -1.4% | +4.6% | -5.9% | -1.3% |
| YTD | -1.3% | +17.9% | -19.3% | -1.1% |
| 1Y | -1.2% | +23.2% | -24.5% | -1.0% |
| 3Y | +13.7% | +62.9% | -49.2% | +14.4% |
| 5Y | -1.7% | +77.5% | -79.2% | -1.0% |
| 10Y | +17.2% | +444.7% | -427.5% | +21.6% |
| All | +74.4% | +1,682.0% | -1,607.6% | +84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling