+606.9%
GEV vs AME
+30.5%
+576.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.0% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | -8.7% | -8.6% | -0.1% | +0.1% |
| 3M | +6.6% | +5.8% | +0.8% | +2.0% |
| 6M | +10.2% | +3.8% | +6.4% | +7.2% |
| YTD | +41.6% | +14.4% | +27.2% | +25.7% |
| 1Y | +43.9% | +25.8% | +18.1% | +16.9% |
| All | +606.9% | +30.5% | +576.4% | +426.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling