+132.3%
HON vs AME
+445.1%
-312.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | -2.1% |
| 7D | -3.5% | +1.7% | -5.2% | -4.6% |
| 30D | -13.8% | -6.4% | -7.3% | -9.9% |
| 3M | -11.7% | +7.1% | -18.8% | -15.8% |
| 6M | -18.7% | +8.2% | -26.9% | -23.3% |
| YTD | +0.2% | +18.2% | -17.9% | -10.9% |
| 1Y | -3.1% | +26.7% | -29.8% | -18.1% |
| 3Y | +17.0% | +60.7% | -43.7% | -18.2% |
| 5Y | +2.0% | +91.6% | -89.5% | -38.0% |
| All | +132.3% | +445.1% | -312.7% | -19.4% |
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