+7.1%
CME vs AME
-4.0%
+11.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -3.0% | +0.4% |
| 7D | +0.9% | -5.2% | +6.1% | -0.9% |
| 30D | +13.2% | -8.0% | +21.2% | +10.0% |
| 3M | +16.3% | -8.9% | +25.2% | +12.5% |
| 6M | +7.1% | -5.0% | +12.1% | +5.8% |
| All | +7.1% | -4.0% | +11.2% | +5.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling