+576.2%
FE vs AME
+8,319.0%
-7,742.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.0% |
| 7D | +1.9% | +0.6% | +1.3% | +1.8% |
| 30D | -1.2% | -6.7% | +5.5% | +0.7% |
| 3M | +3.5% | +4.1% | -0.6% | +2.1% |
| 6M | -6.1% | +1.6% | -7.6% | -7.0% |
| YTD | +7.6% | +16.1% | -8.5% | +2.6% |
| 1Y | +11.9% | +27.3% | -15.4% | +3.7% |
| 3Y | +48.4% | +50.9% | -2.4% | +29.1% |
| 5Y | +44.8% | +81.4% | -36.6% | +18.6% |
| 10Y | +115.9% | +417.0% | -301.1% | +30.7% |
| All | +576.2% | +8,319.0% | -7,742.8% | +152.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling