+632.4%
GEV vs AME
+34.7%
+597.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.3% | +0.4% | +0.3% |
| 7D | +1.6% | +1.7% | -0.1% | -0.1% |
| 30D | -7.9% | -6.4% | -1.5% | -1.4% |
| 3M | +5.6% | +7.1% | -1.5% | -0.4% |
| 6M | +13.1% | +8.2% | +4.9% | +5.6% |
| YTD | +46.7% | +18.2% | +28.6% | +26.1% |
| 1Y | +51.3% | +26.7% | +24.5% | +21.9% |
| All | +632.4% | +34.7% | +597.7% | +428.4% |
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