+186.8%
SO vs AME
+465.0%
-278.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.2% | -2.9% | +0.1% |
| 7D | -1.1% | -1.5% | +0.4% | -0.8% |
| 30D | +8.6% | -4.2% | +12.7% | +9.6% |
| 3M | +1.8% | -5.9% | +7.7% | +3.2% |
| 6M | +3.6% | +2.8% | +0.8% | +1.8% |
| YTD | +9.9% | +16.6% | -6.6% | +3.1% |
| 1Y | +5.7% | +22.1% | -16.4% | -2.5% |
| 3Y | +52.5% | +64.7% | -12.2% | +22.6% |
| 5Y | +77.3% | +76.6% | +0.7% | +36.5% |
| 10Y | +186.8% | +443.9% | -257.1% | +80.2% |
| All | +186.8% | +465.0% | -278.2% | +80.2% |
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