+82.9%
ED vs AME
+66.2%
+16.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.5% | -4.9% | -2.6% |
| 7D | +1.6% | -5.2% | +6.8% | +2.0% |
| 30D | +13.3% | -8.0% | +21.3% | +14.0% |
| 3M | +9.7% | -8.9% | +18.6% | +10.5% |
| 6M | +12.8% | -5.0% | +17.8% | +13.0% |
| YTD | +22.3% | +11.9% | +10.4% | +19.5% |
| 1Y | +26.3% | +16.6% | +9.7% | +22.6% |
| 3Y | +45.0% | +62.5% | -17.4% | +26.4% |
| All | +82.9% | +66.2% | +16.7% | +51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling