+45.2%
PL vs AME
+82.5%
-37.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +4.2% | +10.3% | +10.3% |
| 7D | +10.9% | -1.5% | +12.4% | +13.5% |
| 30D | -16.4% | -4.2% | -12.2% | -11.9% |
| 3M | -39.9% | -5.9% | -34.0% | -35.6% |
| 6M | -63.2% | +2.8% | -66.0% | -63.7% |
| YTD | -27.1% | +16.6% | -43.7% | -37.1% |
| 1Y | +12.2% | +22.1% | -9.9% | -7.0% |
| 3Y | +584.3% | +64.7% | +519.6% | +337.4% |
| 5Y | +37.0% | +76.6% | -39.6% | -20.8% |
| All | +45.2% | +82.5% | -37.3% | -16.2% |
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 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