-53.4%
TE vs AME
+140.7%
-194.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.9% | -5.9% | -6.2% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | -16.3% | -8.6% | -7.7% | -11.6% |
| 3M | -40.8% | +5.8% | -46.5% | -41.9% |
| 6M | -42.6% | +3.8% | -46.4% | -43.2% |
| YTD | -31.4% | +14.4% | -45.9% | -35.3% |
| 1Y | +144.9% | +25.8% | +119.1% | +119.5% |
| 3Y | -26.0% | +55.2% | -81.2% | -38.3% |
| 5Y | -48.5% | +85.5% | -134.0% | -59.0% |
| All | -53.4% | +140.7% | -194.1% | -63.0% |
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