+41.6%
D vs AME
+442.8%
-401.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.0% | -2.3% |
| 7D | +3.0% | -5.2% | +8.1% | +4.4% |
| 30D | +11.5% | -8.0% | +19.5% | +13.9% |
| 3M | +3.7% | -8.9% | +12.6% | +6.2% |
| 6M | +13.5% | -5.0% | +18.5% | +14.3% |
| YTD | +20.7% | +11.9% | +8.8% | +14.5% |
| 1Y | +18.2% | +16.6% | +1.6% | +10.4% |
| 3Y | +73.3% | +62.5% | +10.8% | +39.7% |
| 5Y | +12.3% | +67.6% | -55.3% | -11.8% |
| All | +41.6% | +442.8% | -401.2% | -2.4% |
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