+132.1%
HON vs AME
+427.9%
-295.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -0.8% |
| 7D | -2.6% | 0.0% | -2.6% | -2.6% |
| 30D | -11.9% | -8.6% | -3.3% | -6.5% |
| 3M | -6.1% | +5.8% | -11.9% | -9.7% |
| 6M | -19.2% | +3.8% | -23.0% | -21.6% |
| YTD | +0.2% | +14.4% | -14.3% | -9.0% |
| 1Y | -1.5% | +25.8% | -27.3% | -16.3% |
| 3Y | +17.9% | +55.2% | -37.2% | -15.6% |
| 5Y | +1.9% | +85.5% | -83.6% | -36.7% |
| All | +132.1% | +427.9% | -295.8% | -17.7% |
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