+235.9%
DIA vs AME
+438.4%
-202.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +0.9% | -4.1% | +5.0% | +3.0% |
| 30D | +1.1% | -4.1% | +5.2% | +3.0% |
| 3M | -2.9% | -5.6% | +2.7% | -0.5% |
| 6M | +5.9% | +2.8% | +3.0% | +3.1% |
| YTD | +9.8% | +16.6% | -6.8% | -1.1% |
| 1Y | +11.7% | +21.1% | -9.4% | -1.5% |
| 3Y | +59.5% | +61.1% | -1.5% | +15.8% |
| 5Y | +57.5% | +76.6% | -19.0% | +6.5% |
| 10Y | +235.9% | +431.3% | -195.4% | +34.8% |
| All | +235.9% | +438.4% | -202.5% | +34.8% |
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