-26.3%
EW vs AME
+82.5%
-108.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.5% |
| 7D | -0.3% | +0.6% | -1.0% | -0.6% |
| 30D | +1.0% | -6.7% | +7.7% | +3.8% |
| 3M | +2.8% | +4.1% | -1.3% | +0.6% |
| 6M | +5.5% | +1.6% | +3.9% | +4.0% |
| YTD | +5.5% | +16.1% | -10.7% | -2.0% |
| 1Y | +11.0% | +27.3% | -16.3% | -1.2% |
| 3Y | +17.7% | +50.9% | -33.2% | -7.3% |
| All | -26.3% | +82.5% | -108.8% | -49.7% |
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