-10.2%
DOW vs AME
+203.4%
-213.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.5% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | -4.1% | -8.6% | +4.5% | +2.2% |
| 3M | -12.4% | +5.8% | -18.2% | -17.5% |
| 6M | -10.6% | +3.8% | -14.5% | -16.5% |
| YTD | +31.1% | +14.4% | +16.6% | +12.5% |
| 1Y | +30.5% | +25.8% | +4.7% | +2.9% |
| 3Y | -34.4% | +55.2% | -89.6% | -58.2% |
| 5Y | -35.5% | +85.5% | -121.0% | -66.1% |
| All | -10.2% | +203.4% | -213.6% | -67.6% |
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