+82.3%
MET vs AME
+83.9%
-1.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | -0.8% | +1.3% | -2.1% | -1.5% |
| 30D | -1.4% | -6.6% | +5.2% | +2.3% |
| 3M | +12.5% | +3.0% | +9.5% | +9.7% |
| 6M | +37.1% | +5.3% | +31.8% | +31.3% |
| YTD | +23.8% | +15.4% | +8.3% | +11.6% |
| 1Y | +24.1% | +26.8% | -2.7% | +5.2% |
| 3Y | +65.2% | +56.5% | +8.7% | +20.5% |
| 5Y | +82.3% | +85.2% | -3.0% | +16.3% |
| All | +82.3% | +83.9% | -1.6% | +16.3% |
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