+620.7%
GEV vs AME
+32.4%
+588.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -1.5% |
| 7D | +3.3% | +0.6% | +2.7% | +2.6% |
| 30D | -7.5% | -6.7% | -0.8% | -0.7% |
| 3M | -2.2% | +4.1% | -6.2% | -5.0% |
| 6M | +12.1% | +1.6% | +10.5% | +11.3% |
| YTD | +44.4% | +16.1% | +28.2% | +26.2% |
| 1Y | +57.7% | +27.3% | +30.3% | +26.4% |
| All | +620.7% | +32.4% | +588.3% | +428.9% |
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