+125.6%
DAL vs AME
+438.4%
-312.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +10.7% | -4.1% | +14.8% | +14.0% |
| 30D | +12.5% | -4.1% | +16.7% | +15.6% |
| 3M | +3.6% | -5.6% | +9.3% | +7.7% |
| 6M | +26.7% | +2.8% | +23.9% | +22.7% |
| YTD | +34.3% | +16.6% | +17.7% | +17.2% |
| 1Y | +59.1% | +21.1% | +38.0% | +34.7% |
| 3Y | +179.9% | +61.1% | +118.8% | +85.2% |
| 5Y | +119.1% | +76.6% | +42.6% | +33.7% |
| 10Y | +125.6% | +431.3% | -305.7% | -34.3% |
| All | +125.6% | +438.4% | -312.8% | -34.3% |
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