-45.3%
TE vs AME
+24.0%
-69.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.5% | -3.6% |
| 7D | -19.1% | +5.9% | -24.9% | -25.4% |
| 30D | -34.1% | -1.9% | -32.2% | -32.0% |
| 3M | -60.1% | -5.4% | -54.8% | -56.9% |
| 6M | -66.0% | +4.9% | -70.9% | -67.0% |
| YTD | -71.4% | +18.5% | -89.9% | -71.1% |
| 1Y | -45.3% | +25.5% | -70.7% | -40.6% |
| All | -45.3% | +24.0% | -69.3% | -40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling