+239.8%
RF vs AME
+438.4%
-198.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +0.3% | -4.1% | +4.5% | +3.4% |
| 30D | +6.2% | -4.1% | +10.3% | +9.0% |
| 3M | -7.8% | -5.6% | -2.2% | -4.5% |
| 6M | +5.9% | +2.8% | +3.1% | +1.2% |
| YTD | +9.0% | +16.6% | -7.6% | -7.4% |
| 1Y | +19.3% | +21.1% | -1.8% | -2.0% |
| 3Y | +116.4% | +61.1% | +55.4% | +33.9% |
| 5Y | +46.0% | +76.6% | -30.5% | -18.1% |
| 10Y | +239.8% | +431.3% | -191.5% | -24.1% |
| All | +239.8% | +438.4% | -198.6% | -24.1% |
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