+99.2%
NI vs AME
+84.2%
+15.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | +1.3% | +1.3% | -0.1% | +0.9% |
| 30D | -0.3% | -6.6% | +6.3% | +1.6% |
| 3M | -9.5% | +3.0% | -12.4% | -10.4% |
| 6M | -10.2% | +5.3% | -15.5% | -12.0% |
| YTD | +1.8% | +15.4% | -13.7% | -3.1% |
| 1Y | +5.7% | +26.8% | -21.1% | -2.5% |
| 3Y | +69.6% | +56.5% | +13.1% | +41.9% |
| All | +99.2% | +84.2% | +15.0% | +50.2% |
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 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