+779.7%
MSCI vs AME
+465.0%
+314.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.3% | -1.5% |
| 7D | +1.5% | -1.5% | +3.0% | +1.9% |
| 30D | +14.4% | -4.2% | +18.6% | +16.4% |
| 3M | +15.2% | -5.9% | +21.1% | +18.1% |
| 6M | +11.2% | +2.8% | +8.4% | +7.0% |
| YTD | +13.9% | +16.6% | -2.6% | +0.1% |
| 1Y | +12.5% | +22.1% | -9.6% | -4.2% |
| 3Y | +32.3% | +64.7% | -32.4% | -10.8% |
| 5Y | +4.9% | +76.6% | -71.7% | -32.4% |
| 10Y | +779.7% | +443.9% | +335.8% | +252.5% |
| All | +779.7% | +465.0% | +314.7% | +252.5% |
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 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