+185.4%
SW vs AME
+429.3%
-243.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.9% | +4.4% | +0.8% |
| 7D | +4.7% | -11.4% | +16.1% | +9.4% |
| 30D | +5.0% | -12.1% | +17.1% | +10.0% |
| 3M | -7.3% | -12.3% | +5.0% | -2.9% |
| 6M | +15.0% | -4.6% | +19.6% | +16.7% |
| YTD | +18.5% | +9.1% | +9.4% | +14.5% |
| 1Y | +27.1% | +13.3% | +13.9% | +21.2% |
| 3Y | +49.3% | +58.2% | -8.9% | +26.8% |
| 5Y | -1.6% | +63.4% | -65.1% | -18.5% |
| All | +185.4% | +429.3% | -243.9% | +79.5% |
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