+236.1%
EW vs AME
+438.4%
-202.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +9.3% | -4.1% | +13.4% | +11.2% |
| 30D | +22.1% | -4.1% | +26.2% | +24.0% |
| 3M | +13.0% | -5.6% | +18.6% | +15.4% |
| 6M | +30.1% | +2.8% | +27.2% | +26.3% |
| YTD | +22.0% | +16.6% | +5.4% | +10.2% |
| 1Y | +23.7% | +21.1% | +2.6% | +9.5% |
| 3Y | +62.0% | +61.1% | +0.9% | +17.4% |
| 5Y | -12.4% | +76.6% | -89.0% | -40.8% |
| 10Y | +236.1% | +431.3% | -195.3% | +43.0% |
| All | +236.1% | +438.4% | -202.3% | +43.0% |
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 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