+34.1%
MSCI vs AME
+62.2%
-28.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.5% | -4.8% | -2.7% |
| 7D | +2.8% | -5.2% | +8.0% | +3.7% |
| 30D | +15.4% | -8.0% | +23.4% | +17.0% |
| 3M | +13.4% | -8.9% | +22.3% | +15.1% |
| 6M | +10.9% | -5.0% | +15.9% | +11.2% |
| YTD | +13.0% | +11.9% | +1.1% | +6.7% |
| 1Y | +12.0% | +16.6% | -4.6% | +4.2% |
| 3Y | +34.1% | +62.5% | -28.4% | +7.5% |
| All | +34.1% | +62.2% | -28.1% | +7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling