+834.9%
MSCI vs AME
+442.0%
+392.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.8% |
| 7D | -0.7% | +8.1% | -8.8% | -5.1% |
| 30D | +16.2% | -3.8% | +19.9% | +17.9% |
| 3M | +16.1% | -6.6% | +22.8% | +19.6% |
| 6M | +12.9% | +4.6% | +8.4% | +7.6% |
| YTD | +14.8% | +17.9% | -3.1% | +0.2% |
| 1Y | +13.8% | +23.2% | -9.4% | -3.6% |
| 3Y | +31.2% | +62.9% | -31.7% | -10.8% |
| 5Y | +5.6% | +77.5% | -72.0% | -32.3% |
| All | +834.9% | +442.0% | +392.9% | +264.8% |
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