+597.0%
SE vs AME
+266.8%
+330.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +0.6% | +2.8% | -2.2% | -1.3% |
| 30D | -0.1% | -6.3% | +6.2% | +4.2% |
| 3M | +34.1% | +5.4% | +28.7% | +28.3% |
| 6M | +23.2% | +7.4% | +15.8% | +15.7% |
| YTD | -11.2% | +16.2% | -27.3% | -21.1% |
| 1Y | -40.5% | +26.8% | -67.3% | -50.5% |
| 3Y | +196.3% | +57.5% | +138.8% | +106.3% |
| 5Y | -67.0% | +84.8% | -151.9% | -79.3% |
| All | +597.0% | +266.8% | +330.2% | +172.9% |
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