+121.0%
FE vs AME
+442.0%
-321.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | -0.2% |
| 7D | -0.3% | +8.1% | -8.4% | -2.8% |
| 30D | +3.9% | -3.8% | +7.6% | +4.8% |
| 3M | -0.1% | -6.6% | +6.5% | +1.7% |
| 6M | +6.1% | +4.6% | +1.5% | +3.7% |
| YTD | +8.1% | +17.9% | -9.9% | +0.7% |
| 1Y | +4.4% | +23.2% | -18.8% | -4.2% |
| 3Y | +49.0% | +62.9% | -13.9% | +19.5% |
| 5Y | +46.1% | +77.5% | -31.4% | +11.5% |
| All | +121.0% | +442.0% | -321.0% | +35.6% |
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 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