+231.7%
RF vs AME
+437.3%
-205.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.7% |
| 7D | -1.3% | +1.1% | -2.4% | -2.5% |
| 30D | +4.6% | -4.1% | +8.7% | +7.3% |
| 3M | -8.4% | -6.3% | -2.1% | -4.5% |
| 6M | +8.9% | +3.5% | +5.3% | +3.4% |
| YTD | +8.8% | +17.3% | -8.5% | -8.0% |
| 1Y | +18.9% | +22.0% | -3.1% | -3.0% |
| 3Y | +116.0% | +62.0% | +54.0% | +33.0% |
| 5Y | +46.0% | +78.5% | -32.5% | -18.9% |
| 10Y | +231.7% | +441.6% | -209.9% | -28.6% |
| All | +231.7% | +437.3% | -205.6% | -28.6% |
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