+155.9%
SO vs AME
+421.6%
-265.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +1.0% | +2.8% | -1.8% | +0.1% |
| 30D | -3.2% | -6.3% | +3.1% | -1.3% |
| 3M | -1.7% | +5.4% | -7.1% | -3.7% |
| 6M | -7.2% | +7.4% | -14.6% | -9.9% |
| YTD | +4.6% | +16.2% | -11.6% | -1.3% |
| 1Y | +1.2% | +26.8% | -25.6% | -7.5% |
| 3Y | +45.3% | +57.5% | -12.2% | +19.7% |
| 5Y | +58.7% | +84.8% | -26.1% | +20.6% |
| 10Y | +155.9% | +424.3% | -268.4% | +62.4% |
| All | +155.9% | +421.6% | -265.8% | +62.4% |
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