+12.2%
HON vs AME
+79.2%
-67.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.2% |
| 7D | +3.6% | +8.1% | -4.5% | -0.8% |
| 30D | +7.8% | -3.8% | +11.6% | +9.7% |
| 3M | -4.8% | -6.6% | +1.9% | -1.5% |
| 6M | -1.7% | +4.6% | -6.2% | -4.8% |
| YTD | +10.7% | +17.9% | -7.2% | -0.2% |
| 1Y | +7.8% | +23.2% | -15.5% | -5.3% |
| 3Y | +28.1% | +62.9% | -34.9% | -7.8% |
| 5Y | +12.2% | +77.5% | -65.4% | -26.7% |
| All | +12.2% | +79.2% | -67.1% | -26.7% |
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 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