+143.7%
PEG vs AME
+427.9%
-284.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | -2.8% | -8.6% | +5.9% | +0.4% |
| 3M | -6.9% | +5.8% | -12.7% | -9.1% |
| 6M | -11.4% | +3.8% | -15.2% | -13.1% |
| YTD | -7.4% | +14.4% | -21.8% | -12.6% |
| 1Y | -8.3% | +25.8% | -34.0% | -16.7% |
| 3Y | +31.5% | +55.2% | -23.6% | +8.2% |
| 5Y | +38.0% | +85.5% | -47.6% | +4.5% |
| All | +143.7% | +427.9% | -284.2% | +59.7% |
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