+571.3%
FE vs AME
+8,010.3%
-7,439.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -4.0% | -2.1% |
| 7D | -1.0% | -5.2% | +4.1% | +0.3% |
| 30D | +4.1% | -8.0% | +12.2% | +6.3% |
| 3M | -1.0% | -8.9% | +7.9% | +1.1% |
| 6M | +4.0% | -5.0% | +9.0% | +4.8% |
| YTD | +6.8% | +11.9% | -5.1% | +2.5% |
| 1Y | +5.3% | +16.6% | -11.4% | -0.2% |
| 3Y | +44.6% | +62.5% | -17.9% | +22.6% |
| 5Y | +44.2% | +67.6% | -23.4% | +20.4% |
| 10Y | +107.3% | +450.4% | -343.1% | +23.2% |
| All | +571.3% | +8,010.3% | -7,439.0% | +151.8% |
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 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