+139.1%
CI vs AME
+421.6%
-282.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -2.6% | +2.8% | -5.3% | -3.8% |
| 30D | -2.4% | -6.3% | +3.9% | +0.5% |
| 3M | -4.8% | +5.4% | -10.1% | -7.9% |
| 6M | +2.1% | +7.4% | -5.3% | -2.7% |
| YTD | +1.4% | +16.2% | -14.8% | -7.2% |
| 1Y | -6.8% | +26.8% | -33.6% | -19.4% |
| 3Y | +3.3% | +57.5% | -54.2% | -24.4% |
| 5Y | +41.1% | +84.8% | -43.8% | -9.1% |
| 10Y | +139.1% | +424.3% | -285.2% | -10.1% |
| All | +139.1% | +421.6% | -282.5% | -10.1% |
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