+74.3%
F vs AME
+438.4%
-364.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | +1.0% | -4.1% | +5.1% | +3.5% |
| 30D | +2.1% | -4.1% | +6.3% | +4.3% |
| 3M | -10.3% | -5.6% | -4.6% | -7.7% |
| 6M | +3.3% | +2.8% | +0.4% | -0.7% |
| YTD | -2.0% | +16.6% | -18.6% | -14.4% |
| 1Y | -2.3% | +21.1% | -23.4% | -17.1% |
| 3Y | +49.9% | +61.1% | -11.2% | -1.4% |
| 5Y | -12.5% | +76.6% | -89.0% | -46.3% |
| 10Y | +74.3% | +431.3% | -357.1% | -48.4% |
| All | +74.3% | +438.4% | -364.1% | -48.4% |
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 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