+1,001.8%
TER vs AME
+465.0%
+536.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +4.2% | +8.5% | +8.6% |
| 7D | -5.8% | -1.5% | -4.2% | -3.3% |
| 30D | -38.9% | -4.2% | -34.7% | -35.5% |
| 3M | -35.1% | -5.9% | -29.2% | -29.7% |
| 6M | -31.6% | +2.8% | -34.4% | -30.3% |
| YTD | +27.2% | +16.6% | +10.7% | +18.2% |
| 1Y | +35.2% | +22.1% | +13.1% | +21.0% |
| 3Y | +192.8% | +64.7% | +128.1% | +102.0% |
| 5Y | +72.4% | +76.6% | -4.2% | +13.5% |
| 10Y | +1,001.8% | +443.9% | +558.0% | +312.7% |
| All | +1,001.8% | +465.0% | +536.8% | +312.7% |
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