+365.7%
SE vs AME
+253.3%
+112.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -1.5% |
| 7D | +2.0% | -5.2% | +7.2% | +5.4% |
| 30D | -20.0% | -8.0% | -12.0% | -15.7% |
| 3M | -31.8% | -8.9% | -22.9% | -27.9% |
| 6M | -15.9% | -5.0% | -10.9% | -14.4% |
| YTD | -40.6% | +11.9% | -52.5% | -46.3% |
| 1Y | -50.7% | +16.6% | -67.3% | -56.7% |
| 3Y | +70.3% | +62.5% | +7.8% | +15.0% |
| 5Y | -78.8% | +67.6% | -146.4% | -85.9% |
| All | +365.7% | +253.3% | +112.4% | +85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling