+47.6%
EXC vs AME
+82.5%
-34.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.3% |
| 7D | +0.3% | +0.6% | -0.3% | +0.2% |
| 30D | -3.7% | -6.7% | +3.0% | -2.6% |
| 3M | -1.3% | +4.1% | -5.4% | -2.1% |
| 6M | -9.7% | +1.6% | -11.3% | -10.2% |
| YTD | +2.9% | +16.1% | -13.3% | -0.6% |
| 1Y | +4.4% | +27.3% | -22.9% | -1.4% |
| 3Y | +22.2% | +50.9% | -28.7% | +7.1% |
| All | +47.6% | +82.5% | -34.8% | +13.4% |
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