+70.3%
SE vs AME
+62.2%
+8.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -1.0% |
| 7D | +2.0% | -5.2% | +7.2% | +4.2% |
| 30D | -20.0% | -8.0% | -12.0% | -17.1% |
| 3M | -31.8% | -8.9% | -22.9% | -29.1% |
| 6M | -15.9% | -5.0% | -10.9% | -14.7% |
| YTD | -40.6% | +11.9% | -52.5% | -44.9% |
| 1Y | -50.7% | +16.6% | -67.3% | -55.2% |
| 3Y | +70.3% | +62.5% | +7.8% | +86.3% |
| All | +70.3% | +62.2% | +8.1% | +86.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling