+3.1%
HON vs AME
+83.9%
-80.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.2% |
| 7D | -0.6% | +1.3% | -1.9% | -1.3% |
| 30D | -15.4% | -6.6% | -8.8% | -12.1% |
| 3M | -9.1% | +3.0% | -12.1% | -10.7% |
| 6M | -17.1% | +5.3% | -22.4% | -19.7% |
| YTD | +1.5% | +15.4% | -13.9% | -6.8% |
| 1Y | -1.3% | +26.8% | -28.1% | -14.3% |
| 3Y | +19.5% | +56.5% | -37.0% | -11.0% |
| 5Y | +3.1% | +85.2% | -82.2% | -32.6% |
| All | +3.1% | +83.9% | -80.8% | -32.6% |
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