+140.2%
NI vs AME
+445.1%
-304.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | -1.2% |
| 7D | 0.0% | +1.7% | -1.7% | -0.6% |
| 30D | -1.4% | -6.4% | +5.1% | +1.0% |
| 3M | -10.6% | +7.1% | -17.7% | -13.1% |
| 6M | -9.3% | +8.2% | -17.5% | -12.5% |
| YTD | +1.1% | +18.2% | -17.0% | -5.7% |
| 1Y | +3.4% | +26.7% | -23.4% | -6.4% |
| 3Y | +67.9% | +60.7% | +7.2% | +35.5% |
| 5Y | +98.0% | +91.6% | +6.4% | +46.3% |
| All | +140.2% | +445.1% | -304.9% | +47.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling