+627.7%
GEV vs AME
+31.6%
+596.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.4% |
| 7D | +3.2% | +1.3% | +1.8% | +1.8% |
| 30D | -4.0% | -6.6% | +2.6% | +2.9% |
| 3M | +3.4% | +3.0% | +0.4% | +1.5% |
| 6M | +14.7% | +5.3% | +9.4% | +10.0% |
| YTD | +45.8% | +15.4% | +30.3% | +28.3% |
| 1Y | +57.4% | +26.8% | +30.6% | +26.7% |
| All | +627.7% | +31.6% | +596.1% | +437.4% |
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 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