+120.9%
FE vs AME
+438.4%
-317.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.1% | -1.2% |
| 7D | -0.5% | -4.1% | +3.6% | +0.7% |
| 30D | +4.3% | -4.1% | +8.5% | +5.4% |
| 3M | +0.4% | -5.6% | +6.0% | +1.8% |
| 6M | +6.9% | +2.8% | +4.1% | +5.1% |
| YTD | +8.0% | +16.6% | -8.6% | +1.1% |
| 1Y | +4.8% | +21.1% | -16.3% | -3.3% |
| 3Y | +49.0% | +61.1% | -12.1% | +19.9% |
| 5Y | +46.2% | +76.6% | -30.4% | +11.7% |
| 10Y | +120.9% | +431.3% | -310.4% | +34.5% |
| All | +120.9% | +438.4% | -317.5% | +34.5% |
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