-22.2%
RMD vs AME
+85.0%
-107.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -4.5% | +2.8% | -7.2% | -5.6% |
| 30D | +4.6% | -6.3% | +10.9% | +7.4% |
| 3M | +14.8% | +5.4% | +9.4% | +11.4% |
| 6M | -12.1% | +7.4% | -19.5% | -15.6% |
| YTD | -7.5% | +16.2% | -23.6% | -14.5% |
| 1Y | -20.1% | +26.8% | -46.9% | -29.4% |
| 3Y | +53.9% | +57.5% | -3.6% | +17.5% |
| 5Y | -22.2% | +84.8% | -107.1% | -47.5% |
| All | -22.2% | +85.0% | -107.2% | -47.5% |
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