+364.9%
MXL vs AME
+29.6%
+335.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.3% | +4.3% | +3.7% |
| 7D | +18.9% | +1.7% | +17.1% | +16.5% |
| 30D | +0.3% | -6.4% | +6.8% | +8.7% |
| 3M | -8.0% | +7.1% | -15.1% | -11.2% |
| 6M | +341.2% | +8.2% | +333.1% | +308.1% |
| YTD | +327.8% | +18.2% | +309.7% | +253.7% |
| 1Y | +364.9% | +26.7% | +338.2% | +262.4% |
| All | +364.9% | +29.6% | +335.3% | +262.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling