+273.7%
IR vs AME
+331.0%
-57.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -3.1% |
| 7D | -4.5% | +1.7% | -6.2% | -6.0% |
| 30D | -13.9% | -6.4% | -7.5% | -8.9% |
| 3M | -0.3% | +7.1% | -7.4% | -6.5% |
| 6M | -14.3% | +8.2% | -22.5% | -20.1% |
| YTD | -7.9% | +18.2% | -26.0% | -20.4% |
| 1Y | -9.9% | +26.7% | -36.6% | -27.1% |
| 3Y | +6.5% | +60.7% | -54.2% | -30.5% |
| 5Y | +34.0% | +91.6% | -57.5% | -24.6% |
| All | +273.7% | +331.0% | -57.3% | +9.2% |
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