+51.4%
FE vs AME
+64.2%
-12.8%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +1.1% |
| 7D | +1.2% | +5.9% | -4.6% | +1.1% |
| 30D | +4.5% | -1.9% | +6.4% | +4.6% |
| 3M | +1.3% | -5.4% | +6.7% | +1.5% |
| 6M | +8.7% | +4.9% | +3.7% | +8.4% |
| YTD | +9.2% | +18.5% | -9.2% | +8.4% |
| 1Y | +7.0% | +25.5% | -18.5% | +5.9% |
| 3Y | +51.4% | +63.0% | -11.6% | +39.8% |
| All | +51.4% | +64.2% | -12.8% | +39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling