+213.6%
RF vs AME
+444.5%
-230.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +0.9% |
| 7D | +1.9% | +5.9% | -3.9% | -2.8% |
| 30D | +7.3% | -1.9% | +9.2% | +8.1% |
| 3M | -7.9% | -5.4% | -2.6% | -4.8% |
| 6M | +10.5% | +4.9% | +5.6% | +3.8% |
| YTD | +9.6% | +18.5% | -8.8% | -8.0% |
| 1Y | +20.3% | +25.5% | -5.2% | -4.1% |
| 3Y | +119.5% | +63.0% | +56.5% | +34.6% |
| 5Y | +48.2% | +78.3% | -30.1% | -17.5% |
| All | +213.6% | +444.5% | -230.8% | -31.0% |
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 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