+71.0%
CME vs AME
+66.2%
+4.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -3.0% | -0.7% |
| 7D | +0.9% | -5.2% | +6.1% | +1.3% |
| 30D | +13.2% | -8.0% | +21.2% | +13.9% |
| 3M | +16.3% | -8.9% | +25.2% | +17.1% |
| 6M | +7.1% | -5.0% | +12.1% | +7.3% |
| YTD | +15.8% | +11.9% | +3.9% | +12.7% |
| 1Y | +17.1% | +16.6% | +0.4% | +13.0% |
| 3Y | +63.2% | +62.5% | +0.7% | +40.6% |
| All | +71.0% | +66.2% | +4.8% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling