-45.4%
TE vs AME
+83.9%
-129.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.3% | -2.2% |
| 7D | +15.0% | +1.3% | +13.7% | +13.3% |
| 30D | -7.5% | -6.6% | -1.0% | 0.0% |
| 3M | -42.0% | +3.0% | -44.9% | -42.7% |
| 6M | -31.4% | +5.3% | -36.7% | -34.6% |
| YTD | -26.5% | +15.4% | -41.9% | -36.5% |
| 1Y | +153.1% | +26.8% | +126.3% | +95.2% |
| 3Y | -20.7% | +56.5% | -77.2% | -50.9% |
| 5Y | -45.4% | +85.2% | -130.7% | -71.0% |
| All | -45.4% | +83.9% | -129.3% | -71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling