-80.8%
TE vs AME
+77.3%
-158.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.2% |
| 7D | -22.0% | +1.1% | -23.1% | -22.6% |
| 30D | -33.6% | -4.1% | -29.6% | -29.6% |
| 3M | -61.1% | -6.3% | -54.7% | -57.7% |
| 6M | -64.7% | +3.5% | -68.3% | -65.0% |
| YTD | -68.1% | +17.3% | -85.4% | -72.9% |
| 1Y | -51.7% | +22.0% | -73.7% | -60.9% |
| 3Y | +42.0% | +62.0% | -20.0% | -15.7% |
| 5Y | -80.8% | +78.5% | -159.3% | -90.3% |
| All | -80.8% | +77.3% | -158.1% | -90.3% |
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