+303.4%
CME vs AME
+444.5%
-141.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.6% |
| 7D | +3.9% | +5.9% | -1.9% | +1.8% |
| 30D | +11.3% | -1.9% | +13.3% | +11.6% |
| 3M | +19.6% | -5.4% | +24.9% | +21.1% |
| 6M | +8.1% | +4.9% | +3.1% | +4.7% |
| YTD | +20.4% | +18.5% | +1.9% | +10.3% |
| 1Y | +16.5% | +25.5% | -9.0% | +4.2% |
| 3Y | +66.4% | +63.0% | +3.4% | +27.6% |
| 5Y | +74.5% | +78.3% | -3.8% | +25.4% |
| All | +303.4% | +444.5% | -141.1% | +62.8% |
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