+183.8%
EXC vs AME
+465.0%
-281.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.1% | -1.4% |
| 7D | -1.7% | -1.5% | -0.2% | -1.5% |
| 30D | +9.3% | -4.2% | +13.5% | +10.5% |
| 3M | +1.0% | -5.9% | +7.0% | +2.7% |
| 6M | +5.9% | +2.8% | +3.1% | +3.7% |
| YTD | +7.6% | +16.6% | -8.9% | -0.5% |
| 1Y | +2.4% | +22.1% | -19.7% | -7.2% |
| 3Y | +30.2% | +64.7% | -34.4% | -0.5% |
| 5Y | +41.4% | +76.6% | -35.2% | +2.5% |
| 10Y | +183.8% | +443.9% | -260.1% | +68.6% |
| All | +183.8% | +465.0% | -281.2% | +68.6% |
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