-53.2%
TE vs AME
+144.3%
-197.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.4% |
| 7D | -4.0% | +0.6% | -4.6% | -4.3% |
| 30D | -15.9% | -6.7% | -9.2% | -12.3% |
| 3M | -60.5% | +4.1% | -64.6% | -60.9% |
| 6M | -35.2% | +1.6% | -36.8% | -35.1% |
| YTD | -31.1% | +16.1% | -47.3% | -35.7% |
| 1Y | +148.6% | +27.3% | +121.3% | +121.0% |
| 3Y | -26.4% | +50.9% | -77.3% | -38.3% |
| 5Y | -48.0% | +81.4% | -129.4% | -59.0% |
| All | -53.2% | +144.3% | -197.5% | -63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling