+43.6%
DE vs AME
+29.6%
+14.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -2.0% |
| 7D | -2.6% | +1.7% | -4.3% | -3.5% |
| 30D | +9.0% | -6.4% | +15.5% | +13.2% |
| 3M | +19.1% | +7.1% | +12.1% | +14.5% |
| 6M | +14.4% | +8.2% | +6.2% | +9.4% |
| YTD | +45.9% | +18.2% | +27.8% | +38.3% |
| 1Y | +43.6% | +26.7% | +16.9% | +35.4% |
| All | +43.6% | +29.6% | +14.0% | +35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling