+160.7%
CNH vs AME
+425.2%
-264.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.7% |
| 7D | +1.8% | +1.3% | +0.5% | +0.8% |
| 30D | +32.6% | -6.6% | +39.2% | +39.8% |
| 3M | +29.4% | +3.0% | +26.5% | +25.9% |
| 6M | +26.0% | +5.3% | +20.7% | +20.8% |
| YTD | +52.2% | +15.4% | +36.8% | +35.3% |
| 1Y | +23.9% | +26.8% | -3.0% | +1.3% |
| 3Y | +10.1% | +56.5% | -46.4% | -26.5% |
| 5Y | +13.2% | +85.2% | -72.1% | -34.8% |
| 10Y | +160.7% | +428.5% | -267.9% | -25.0% |
| All | +160.7% | +425.2% | -264.6% | -25.0% |
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 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