-7.5%
MSCI vs AME
+82.5%
-90.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -1.1% |
| 7D | +0.4% | +0.6% | -0.2% | 0.0% |
| 30D | +0.6% | -6.7% | +7.2% | +4.3% |
| 3M | -7.1% | +4.1% | -11.2% | -10.2% |
| 6M | +0.8% | +1.6% | -0.7% | -1.9% |
| YTD | +1.0% | +16.1% | -15.2% | -10.5% |
| 1Y | +4.3% | +27.3% | -23.0% | -13.6% |
| 3Y | +9.9% | +50.9% | -40.9% | -24.2% |
| All | -7.5% | +82.5% | -90.0% | -48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling