+32.8%
MXL vs AME
+82.6%
-49.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.2% | -2.1% |
| 7D | +16.6% | 0.0% | +16.6% | +16.6% |
| 30D | +0.5% | -8.6% | +9.1% | +11.0% |
| 3M | -3.6% | +5.8% | -9.4% | -6.7% |
| 6M | +328.0% | +3.8% | +324.2% | +314.4% |
| YTD | +297.8% | +14.4% | +283.4% | +248.6% |
| 1Y | +339.4% | +25.8% | +313.6% | +249.3% |
| 3Y | +201.7% | +55.2% | +146.6% | +81.9% |
| 5Y | +32.8% | +85.5% | -52.8% | -37.6% |
| All | +32.8% | +82.6% | -49.8% | -37.6% |
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