-68.1%
SE vs AME
+82.5%
-150.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -2.0% |
| 7D | -6.1% | +0.6% | -6.7% | -6.6% |
| 30D | -2.5% | -6.7% | +4.2% | +2.8% |
| 3M | +21.7% | +4.1% | +17.6% | +16.6% |
| 6M | +27.0% | +1.6% | +25.4% | +22.9% |
| YTD | -12.1% | +16.1% | -28.3% | -24.0% |
| 1Y | -40.9% | +27.3% | -68.2% | -53.1% |
| 3Y | +191.0% | +50.9% | +140.1% | +87.0% |
| All | -68.1% | +82.5% | -150.5% | -84.5% |
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