+218.9%
SLV vs AME
+421.6%
-202.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +2.5% | +2.8% | -0.3% | +1.9% |
| 30D | +3.3% | -6.3% | +9.5% | +4.7% |
| 3M | -3.6% | +5.4% | -9.0% | -4.7% |
| 6M | -21.8% | +7.4% | -29.3% | -23.0% |
| YTD | -7.8% | +16.2% | -24.0% | -10.4% |
| 1Y | +58.3% | +26.8% | +31.5% | +51.4% |
| 3Y | +182.6% | +57.5% | +125.1% | +156.9% |
| 5Y | +167.8% | +84.8% | +82.9% | +133.7% |
| 10Y | +218.9% | +424.3% | -205.5% | +139.5% |
| All | +218.9% | +421.6% | -202.8% | +139.5% |
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 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