+2,446.1%
ED vs AME
+18,777.7%
-16,331.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.3% | -0.8% |
| 7D | -0.1% | -1.5% | +1.4% | 0.0% |
| 30D | +11.6% | -4.2% | +15.7% | +12.1% |
| 3M | +10.5% | -5.9% | +16.5% | +11.3% |
| 6M | +13.2% | +2.8% | +10.4% | +12.3% |
| YTD | +22.1% | +16.6% | +5.6% | +18.5% |
| 1Y | +24.2% | +22.1% | +2.0% | +19.6% |
| 3Y | +46.9% | +64.7% | -17.8% | +33.7% |
| 5Y | +80.8% | +76.6% | +4.2% | +62.0% |
| 10Y | +134.3% | +443.9% | -309.6% | +75.3% |
| All | +2,446.1% | +18,777.7% | -16,331.6% | +1,197.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling