+141.8%
ED vs AME
+437.3%
-295.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -0.9% | +1.1% | -2.0% | -1.2% |
| 30D | +11.2% | -4.1% | +15.3% | +11.8% |
| 3M | +11.8% | -6.3% | +18.1% | +12.9% |
| 6M | +14.1% | +3.5% | +10.5% | +12.5% |
| YTD | +23.0% | +17.3% | +5.7% | +17.5% |
| 1Y | +23.7% | +22.0% | +1.6% | +17.0% |
| 3Y | +47.7% | +62.0% | -14.3% | +27.4% |
| 5Y | +82.6% | +78.5% | +4.1% | +51.4% |
| 10Y | +141.8% | +441.6% | -299.9% | +77.5% |
| All | +141.8% | +437.3% | -295.6% | +77.5% |
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