+81.0%
F vs AME
+465.0%
-384.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.5% | -2.3% |
| 7D | -0.6% | -1.5% | +0.9% | -0.2% |
| 30D | +2.9% | -4.2% | +7.0% | +5.1% |
| 3M | -9.5% | -5.9% | -3.5% | -6.7% |
| 6M | +4.0% | +2.8% | +1.2% | +0.1% |
| YTD | -1.3% | +16.6% | -17.8% | -13.8% |
| 1Y | -1.9% | +22.1% | -24.1% | -17.3% |
| 3Y | +53.5% | +64.7% | -11.2% | -0.8% |
| 5Y | -15.1% | +76.6% | -91.7% | -48.0% |
| 10Y | +81.0% | +443.9% | -362.9% | -47.9% |
| All | +81.0% | +465.0% | -384.0% | -47.9% |
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