+125.4%
SU vs AME
+54.6%
+70.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | 0.0% |
| 7D | +1.7% | 0.0% | +1.6% | +1.7% |
| 30D | +9.6% | -8.6% | +18.2% | +11.0% |
| 3M | +11.7% | +5.8% | +6.0% | +10.3% |
| 6M | +21.9% | +3.8% | +18.1% | +20.3% |
| YTD | +58.6% | +14.4% | +44.2% | +52.2% |
| 1Y | +66.5% | +25.8% | +40.7% | +55.0% |
| All | +125.4% | +54.6% | +70.8% | +101.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling