+10.0%
MSCI vs AME
+50.7%
-40.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.7% |
| 7D | +0.4% | +0.6% | -0.2% | +0.2% |
| 30D | +0.6% | -6.7% | +7.2% | +2.2% |
| 3M | -7.1% | +4.1% | -11.2% | -8.6% |
| 6M | +0.8% | +1.6% | -0.7% | -0.4% |
| YTD | +1.0% | +16.1% | -15.2% | -5.3% |
| 1Y | +4.3% | +27.3% | -23.0% | -5.7% |
| All | +10.0% | +50.7% | -40.8% | -11.7% |
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