+64.3%
T vs AME
+432.4%
-368.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.1% | -1.6% |
| 7D | -3.1% | +1.3% | -4.4% | -3.5% |
| 30D | +4.6% | -6.6% | +11.1% | +6.7% |
| 3M | +12.2% | +3.0% | +9.3% | +10.6% |
| 6M | -6.5% | +5.3% | -11.8% | -8.8% |
| YTD | +4.9% | +15.4% | -10.5% | -1.1% |
| 1Y | -10.5% | +26.8% | -37.3% | -18.6% |
| 3Y | +104.6% | +56.5% | +48.1% | +67.6% |
| 5Y | +64.2% | +85.2% | -21.0% | +22.9% |
| All | +64.3% | +432.4% | -368.1% | -9.7% |
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