+99.4%
DE vs AME
+82.6%
+16.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.6% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | +9.7% | -8.6% | +18.3% | +15.5% |
| 3M | +21.4% | +5.8% | +15.6% | +17.1% |
| 6M | +15.0% | +3.8% | +11.2% | +12.3% |
| YTD | +46.4% | +14.4% | +32.0% | +35.2% |
| 1Y | +45.6% | +25.8% | +19.9% | +26.8% |
| 3Y | +76.8% | +55.2% | +21.6% | +31.9% |
| 5Y | +99.4% | +85.5% | +13.9% | +26.2% |
| All | +99.4% | +82.6% | +16.8% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling