+43.2%
TER vs AME
+21.1%
+22.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -4.6% | -2.2% | +2.5% |
| 7D | -19.9% | -4.4% | -15.4% | -12.4% |
| 30D | -43.5% | -5.9% | -37.7% | -36.0% |
| 3M | -37.8% | -6.5% | -31.2% | -27.8% |
| 6M | -25.6% | +3.2% | -28.8% | -26.9% |
| YTD | +29.8% | +16.0% | +13.8% | +4.6% |
| 1Y | +43.2% | +20.4% | +22.7% | +9.4% |
| All | +43.2% | +21.1% | +22.1% | +9.4% |
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