+579.4%
FE vs AME
+8,401.2%
-7,821.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -0.4% | +1.1% | -1.5% | -0.8% |
| 30D | +3.6% | -4.1% | +7.7% | +4.5% |
| 3M | +0.3% | -6.3% | +6.7% | +1.7% |
| 6M | +6.4% | +3.5% | +2.9% | +4.7% |
| YTD | +8.1% | +17.3% | -9.2% | +2.4% |
| 1Y | +4.6% | +22.0% | -17.4% | -2.1% |
| 3Y | +49.1% | +62.0% | -12.9% | +26.6% |
| 5Y | +46.1% | +78.5% | -32.4% | +19.8% |
| 10Y | +122.7% | +441.6% | -318.9% | +32.9% |
| All | +579.4% | +8,401.2% | -7,821.7% | +151.6% |
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 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