+265.2%
SU vs AME
+445.1%
-179.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -2.1% |
| 7D | +2.2% | +1.7% | +0.5% | +1.1% |
| 30D | +8.4% | -6.4% | +14.9% | +12.6% |
| 3M | +12.1% | +7.1% | +5.0% | +6.4% |
| 6M | +19.7% | +8.2% | +11.5% | +11.2% |
| YTD | +58.4% | +18.2% | +40.2% | +38.4% |
| 1Y | +67.2% | +26.7% | +40.5% | +38.4% |
| 3Y | +125.0% | +60.7% | +64.3% | +51.6% |
| 5Y | +355.1% | +91.6% | +263.5% | +161.4% |
| All | +265.2% | +445.1% | -179.9% | +20.4% |
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