+278.8%
CME vs AME
+425.2%
-146.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.6% | -1.0% |
| 7D | -1.1% | +1.3% | -2.4% | -1.6% |
| 30D | +4.2% | -6.6% | +10.8% | +6.8% |
| 3M | +7.3% | +3.0% | +4.4% | +5.5% |
| 6M | -11.4% | +5.3% | -16.7% | -14.2% |
| YTD | +3.5% | +15.4% | -11.9% | -3.7% |
| 1Y | +8.6% | +26.8% | -18.2% | -3.2% |
| 3Y | +51.6% | +56.5% | -5.0% | +18.5% |
| 5Y | +75.3% | +85.2% | -10.0% | +23.1% |
| 10Y | +278.8% | +428.5% | -149.7% | +43.4% |
| All | +278.8% | +425.2% | -146.4% | +43.4% |
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