+1,209.8%
MET vs AME
+9,780.8%
-8,571.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.7% |
| 7D | +1.2% | +0.6% | +0.5% | +0.7% |
| 30D | +1.4% | -6.7% | +8.1% | +6.3% |
| 3M | +17.7% | +4.1% | +13.6% | +13.3% |
| 6M | +35.0% | +1.6% | +33.4% | +31.4% |
| YTD | +26.3% | +16.1% | +10.1% | +11.3% |
| 1Y | +22.8% | +27.3% | -4.5% | +0.8% |
| 3Y | +65.9% | +50.9% | +15.1% | +18.3% |
| 5Y | +85.4% | +81.4% | +4.0% | +13.9% |
| 10Y | +253.7% | +417.0% | -163.3% | +5.4% |
| All | +1,209.8% | +9,780.8% | -8,571.0% | +18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling