-14.6%
EW vs AME
+66.2%
-80.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +0.4% |
| 7D | +11.0% | -5.2% | +16.2% | +12.9% |
| 30D | +19.1% | -8.0% | +27.1% | +22.4% |
| 3M | +14.4% | -8.9% | +23.3% | +17.7% |
| 6M | +22.8% | -5.0% | +27.7% | +23.8% |
| YTD | +19.8% | +11.9% | +7.9% | +12.3% |
| 1Y | +23.9% | +16.6% | +7.3% | +14.0% |
| 3Y | +52.2% | +62.5% | -10.3% | +12.3% |
| All | -14.6% | +66.2% | -80.8% | -40.4% |
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