+9.1%
IR vs AME
+21.1%
-12.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | +3.8% |
| 7D | +11.6% | -4.4% | +16.0% | +15.9% |
| 30D | +7.2% | -5.9% | +13.1% | +13.1% |
| 3M | -5.9% | -6.5% | +0.7% | 0.0% |
| 6M | +11.5% | +3.2% | +8.3% | +5.9% |
| YTD | +6.3% | +16.0% | -9.7% | -13.1% |
| 1Y | +9.1% | +20.4% | -11.3% | -15.0% |
| All | +9.1% | +21.1% | -12.0% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling