+2,785.5%
MSCI vs AME
+1,191.7%
+1,593.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +2.7% | -4.1% | +6.8% | +5.0% |
| 30D | +16.2% | -4.1% | +20.4% | +18.4% |
| 3M | +17.1% | -5.6% | +22.7% | +20.0% |
| 6M | +13.0% | +2.8% | +10.2% | +8.3% |
| YTD | +15.8% | +16.6% | -0.8% | +0.8% |
| 1Y | +15.5% | +21.1% | -5.6% | -2.1% |
| 3Y | +32.3% | +61.1% | -28.8% | -10.8% |
| 5Y | +8.2% | +76.6% | -68.4% | -31.0% |
| 10Y | +800.7% | +431.3% | +369.4% | +154.2% |
| All | +2,785.5% | +1,191.7% | +1,593.7% | +262.3% |
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