+2,207.4%
ED vs AME
+18,709.1%
-16,501.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.6% |
| 7D | -0.2% | +0.6% | -0.8% | -0.3% |
| 30D | -0.1% | -6.7% | +6.6% | +0.9% |
| 3M | +3.9% | +4.1% | -0.1% | +3.1% |
| 6M | -3.0% | +1.6% | -4.6% | -3.6% |
| YTD | +10.7% | +16.1% | -5.5% | +7.7% |
| 1Y | +13.3% | +27.3% | -14.0% | +8.6% |
| 3Y | +34.5% | +50.9% | -16.4% | +24.4% |
| 5Y | +67.1% | +81.4% | -14.2% | +49.4% |
| 10Y | +103.0% | +417.0% | -313.9% | +53.3% |
| All | +2,207.4% | +18,709.1% | -16,501.7% | +1,078.8% |
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 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