+493.6%
COR vs AME
+437.3%
+56.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | +0.1% |
| 7D | -1.2% | +1.1% | -2.3% | -1.6% |
| 30D | +7.6% | -4.1% | +11.7% | +9.0% |
| 3M | +5.0% | -6.3% | +11.3% | +7.1% |
| 6M | +35.3% | +3.5% | +31.7% | +32.1% |
| YTD | +4.2% | +17.3% | -13.1% | -3.8% |
| 1Y | -3.4% | +22.0% | -25.5% | -12.4% |
| 3Y | +81.1% | +62.0% | +19.1% | +40.3% |
| 5Y | +195.8% | +78.5% | +117.3% | +113.9% |
| 10Y | +493.6% | +441.6% | +52.0% | +174.0% |
| All | +493.6% | +437.3% | +56.3% | +174.0% |
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