+7,515.3%
EW vs AME
+10,210.9%
-2,695.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.2% | -1.7% | +0.9% |
| 7D | +12.3% | -1.5% | +13.8% | +12.6% |
| 30D | +22.9% | -4.2% | +27.0% | +24.4% |
| 3M | +16.7% | -5.9% | +22.6% | +18.7% |
| 6M | +31.0% | +2.8% | +28.1% | +28.3% |
| YTD | +22.8% | +16.6% | +6.3% | +14.3% |
| 1Y | +25.6% | +22.1% | +3.5% | +14.8% |
| 3Y | +62.0% | +64.7% | -2.7% | +29.0% |
| 5Y | -12.8% | +76.6% | -89.4% | -32.6% |
| 10Y | +239.8% | +443.9% | -204.1% | +73.9% |
| All | +7,515.3% | +10,210.9% | -2,695.6% | +1,347.7% |
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 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