+46.3%
RF vs AME
+76.2%
-29.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +0.3% | -4.1% | +4.5% | +2.8% |
| 30D | +6.2% | -4.1% | +10.3% | +8.5% |
| 3M | -7.8% | -5.6% | -2.2% | -5.1% |
| 6M | +5.9% | +2.8% | +3.1% | +2.2% |
| YTD | +9.0% | +16.6% | -7.6% | -4.7% |
| 1Y | +19.3% | +21.1% | -1.8% | +1.4% |
| 3Y | +116.4% | +61.1% | +55.4% | +44.5% |
| All | +46.3% | +76.2% | -29.9% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling