+49.5%
EQT vs AME
+427.9%
-378.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.0% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | +1.1% | -8.6% | +9.7% | +5.6% |
| 3M | +4.8% | +5.8% | -1.0% | +1.1% |
| 6M | -10.6% | +3.8% | -14.4% | -13.7% |
| YTD | +3.4% | +14.4% | -11.0% | -5.7% |
| 1Y | +8.7% | +25.8% | -17.1% | -6.4% |
| 3Y | +35.0% | +55.2% | -20.2% | -0.1% |
| 5Y | +204.2% | +85.5% | +118.7% | +99.2% |
| All | +49.5% | +427.9% | -378.3% | -47.5% |
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