+2,715.8%
MSCI vs AME
+1,139.5%
+1,576.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.5% | -4.8% | -3.9% |
| 7D | +2.8% | -5.2% | +8.0% | +5.9% |
| 30D | +15.4% | -8.0% | +23.4% | +20.8% |
| 3M | +13.4% | -8.9% | +22.3% | +19.0% |
| 6M | +10.9% | -5.0% | +15.9% | +11.9% |
| YTD | +13.0% | +11.9% | +1.1% | +1.0% |
| 1Y | +12.0% | +16.6% | -4.6% | -2.7% |
| 3Y | +34.1% | +62.5% | -28.4% | -10.4% |
| 5Y | +3.9% | +67.6% | -63.7% | -31.4% |
| 10Y | +802.0% | +450.4% | +351.6% | +147.8% |
| All | +2,715.8% | +1,139.5% | +1,576.4% | +263.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling