+995.4%
TER vs AME
+444.5%
+551.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.8% |
| 7D | +14.4% | +5.9% | +8.5% | +8.5% |
| 30D | -30.6% | -1.9% | -28.7% | -28.3% |
| 3M | -39.2% | -5.4% | -33.8% | -34.5% |
| 6M | -31.3% | +4.9% | -36.2% | -31.4% |
| YTD | +29.1% | +18.5% | +10.6% | +18.0% |
| 1Y | +47.4% | +25.5% | +22.0% | +28.5% |
| 3Y | +191.2% | +63.0% | +128.2% | +102.0% |
| 5Y | +74.0% | +78.3% | -4.3% | +13.2% |
| All | +995.4% | +444.5% | +551.0% | +292.2% |
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 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