+3.2%
EXC vs AME
+21.9%
-18.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.1% | +0.6% |
| 7D | -1.7% | -1.5% | -0.2% | -1.8% |
| 30D | +9.3% | -4.2% | +13.5% | +8.9% |
| 3M | +1.0% | -5.9% | +7.0% | +0.5% |
| 6M | +5.9% | +2.8% | +3.1% | +6.4% |
| YTD | +7.6% | +16.6% | -8.9% | +8.4% |
| All | +3.2% | +21.9% | -18.7% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling