+151.5%
EXC vs AME
+421.6%
-270.1%
-40.0%
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 | +1.2% | +2.8% | -1.6% | +0.2% |
| 30D | -2.7% | -6.3% | +3.5% | -0.4% |
| 3M | -1.0% | +5.4% | -6.3% | -3.3% |
| 6M | -9.3% | +7.4% | -16.7% | -12.5% |
| YTD | +3.6% | +16.2% | -12.5% | -3.5% |
| 1Y | +5.9% | +26.8% | -20.9% | -5.2% |
| 3Y | +21.3% | +57.5% | -36.2% | -4.6% |
| 5Y | +46.2% | +84.8% | -38.7% | +4.3% |
| 10Y | +151.5% | +424.3% | -272.8% | +46.6% |
| All | +151.5% | +421.6% | -270.1% | +46.6% |
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