+14,609.3%
DE vs AME
+18,709.1%
-4,099.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.8% |
| 7D | +10.0% | +0.6% | +9.4% | +9.7% |
| 30D | +13.3% | -6.7% | +20.0% | +16.9% |
| 3M | +17.5% | +4.1% | +13.4% | +15.2% |
| 6M | +13.6% | +1.6% | +12.0% | +12.7% |
| YTD | +49.8% | +16.1% | +33.6% | +39.6% |
| 1Y | +47.9% | +27.3% | +20.5% | +31.5% |
| 3Y | +72.5% | +50.9% | +21.7% | +40.4% |
| 5Y | +90.2% | +81.4% | +8.9% | +41.7% |
| 10Y | +865.4% | +417.0% | +448.4% | +363.2% |
| All | +14,609.3% | +18,709.1% | -4,099.8% | +2,734.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling