+1,744.2%
TER vs AME
+421.6%
+1,322.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +11.0% | +2.8% | +8.2% | +8.2% |
| 30D | -1.9% | -6.3% | +4.4% | +4.6% |
| 3M | -0.7% | +5.4% | -6.0% | -3.4% |
| 6M | +36.4% | +7.4% | +28.9% | +32.7% |
| YTD | +92.4% | +16.2% | +76.3% | +75.9% |
| 1Y | +213.5% | +26.8% | +186.7% | +165.8% |
| 3Y | +277.2% | +57.5% | +219.7% | +165.3% |
| 5Y | +219.1% | +84.8% | +134.3% | +99.4% |
| 10Y | +1,744.2% | +424.3% | +1,319.9% | +559.1% |
| All | +1,744.2% | +421.6% | +1,322.6% | +559.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling