+167.5%
PEG vs AME
+444.5%
-276.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +4.5% | +5.9% | -1.4% | +2.4% |
| 30D | +7.5% | -1.9% | +9.5% | +7.9% |
| 3M | +0.8% | -5.4% | +6.2% | +2.4% |
| 6M | 0.0% | +4.9% | -4.9% | -2.6% |
| YTD | -3.0% | +18.5% | -21.5% | -10.2% |
| 1Y | -4.7% | +25.5% | -30.2% | -13.7% |
| 3Y | +36.5% | +63.0% | -26.5% | +9.4% |
| 5Y | +44.4% | +78.3% | -34.0% | +10.3% |
| All | +167.5% | +444.5% | -276.9% | +69.7% |
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