+2,451.3%
EXC vs AME
+18,019.4%
-15,568.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.5% | -2.6% |
| 7D | -1.2% | -5.2% | +4.0% | 0.0% |
| 30D | +10.0% | -8.0% | +18.0% | +11.9% |
| 3M | +1.6% | -8.9% | +10.5% | +3.6% |
| 6M | +3.3% | -5.0% | +8.2% | +3.9% |
| YTD | +7.6% | +11.9% | -4.3% | +3.5% |
| 1Y | +3.5% | +16.6% | -13.2% | -1.6% |
| 3Y | +27.7% | +62.5% | -34.8% | +9.6% |
| 5Y | +41.1% | +67.6% | -26.5% | +19.6% |
| 10Y | +178.2% | +450.4% | -272.2% | +76.7% |
| All | +2,451.3% | +18,019.4% | -15,568.1% | +838.8% |
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