+182.0%
SLV vs AME
+442.0%
-260.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.8% | -3.4% |
| 7D | -3.9% | +8.1% | -12.0% | -5.5% |
| 30D | -15.6% | -3.8% | -11.9% | -15.0% |
| 3M | -23.6% | -6.6% | -17.0% | -22.5% |
| 6M | -42.6% | +4.6% | -47.1% | -43.1% |
| YTD | -30.0% | +17.9% | -47.9% | -32.1% |
| 1Y | -6.6% | +23.2% | -29.9% | -10.2% |
| 3Y | +121.8% | +62.9% | +58.9% | +100.6% |
| 5Y | +92.7% | +77.5% | +15.1% | +69.7% |
| All | +182.0% | +442.0% | -260.0% | +126.9% |
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