+111.7%
NI vs AME
+77.7%
+34.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +4.3% | +5.9% | -1.6% | +2.7% |
| 30D | +12.4% | -1.9% | +14.3% | +12.7% |
| 3M | +10.2% | -5.4% | +15.5% | +11.5% |
| 6M | -0.8% | +4.9% | -5.7% | -2.8% |
| YTD | +13.2% | +18.5% | -5.2% | +6.5% |
| 1Y | +10.1% | +25.5% | -15.4% | +1.7% |
| 3Y | +103.1% | +63.0% | +40.1% | +65.9% |
| All | +111.7% | +77.7% | +34.0% | +57.0% |
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