+89.6%
DE vs AME
+64.2%
+25.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | +0.3% | +5.9% | -5.6% | -2.4% |
| 30D | +3.6% | -1.9% | +5.5% | +4.0% |
| 3M | +10.2% | -5.4% | +15.6% | +12.7% |
| 6M | +16.6% | +4.9% | +11.6% | +12.8% |
| YTD | +45.8% | +18.5% | +27.4% | +33.4% |
| 1Y | +43.9% | +25.5% | +18.4% | +28.1% |
| 3Y | +89.6% | +63.0% | +26.6% | +44.1% |
| All | +89.6% | +64.2% | +25.4% | +44.1% |
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