+52.1%
TEL vs AME
+84.2%
-32.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | +0.3% |
| 7D | +1.2% | +1.3% | -0.1% | +0.2% |
| 30D | -4.1% | -6.6% | +2.5% | +1.1% |
| 3M | -2.6% | +3.0% | -5.5% | -4.9% |
| 6M | 0.0% | +5.3% | -5.3% | -3.8% |
| YTD | -9.1% | +15.4% | -24.5% | -18.9% |
| 1Y | -0.8% | +26.8% | -27.7% | -18.0% |
| 3Y | +67.4% | +56.5% | +10.8% | +12.5% |
| All | +52.1% | +84.2% | -32.0% | -15.1% |
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