+76.3%
DE vs AME
+55.9%
+20.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | -3.0% | +1.3% | -4.4% | -3.7% |
| 30D | +11.1% | -6.6% | +17.7% | +15.0% |
| 3M | +17.6% | +3.0% | +14.6% | +15.6% |
| 6M | +13.6% | +5.3% | +8.3% | +10.5% |
| YTD | +46.3% | +15.4% | +30.8% | +36.4% |
| 1Y | +44.2% | +26.8% | +17.4% | +28.3% |
| All | +76.3% | +55.9% | +20.3% | +38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling