+272.5%
RF vs AME
+442.8%
-170.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -2.5% |
| 7D | -0.9% | -5.2% | +4.3% | +3.0% |
| 30D | +6.0% | -8.0% | +14.1% | +12.7% |
| 3M | -8.9% | -8.9% | 0.0% | -2.8% |
| 6M | +2.3% | -5.0% | +7.3% | +4.5% |
| YTD | +7.6% | +11.9% | -4.3% | -5.4% |
| 1Y | +21.2% | +16.6% | +4.5% | +2.6% |
| 3Y | +108.5% | +62.5% | +46.1% | +27.2% |
| 5Y | +43.2% | +67.6% | -24.4% | -16.2% |
| All | +272.5% | +442.8% | -170.3% | -23.2% |
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