+251.0%
DIA vs AME
+425.2%
-174.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | -1.2% | +1.3% | -2.6% | -2.0% |
| 30D | -2.7% | -6.6% | +3.9% | +0.9% |
| 3M | +3.3% | +3.0% | +0.3% | +1.2% |
| 6M | +10.4% | +5.3% | +5.1% | +6.4% |
| YTD | +10.0% | +15.4% | -5.4% | +0.4% |
| 1Y | +16.2% | +26.8% | -10.6% | 0.0% |
| 3Y | +58.7% | +56.5% | +2.2% | +17.9% |
| 5Y | +63.6% | +85.2% | -21.7% | +7.9% |
| 10Y | +251.0% | +428.5% | -177.5% | +38.8% |
| All | +251.0% | +425.2% | -174.2% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling