+175.9%
SLV vs AME
+465.0%
-289.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.2% | -1.5% | +1.8% |
| 7D | +5.6% | -1.5% | +7.2% | +5.8% |
| 30D | -12.1% | -4.2% | -8.0% | -11.4% |
| 3M | -16.3% | -5.9% | -10.3% | -15.2% |
| 6M | -34.1% | +2.8% | -36.9% | -34.5% |
| YTD | -25.3% | +16.6% | -41.8% | -27.4% |
| 1Y | +9.6% | +22.1% | -12.5% | +5.6% |
| 3Y | +132.7% | +64.7% | +68.0% | +109.9% |
| 5Y | +113.7% | +76.6% | +37.1% | +88.3% |
| 10Y | +175.9% | +443.9% | -268.0% | +114.7% |
| All | +175.9% | +465.0% | -289.1% | +114.7% |
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 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