+191.2%
TER vs AME
+64.2%
+127.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -6.0% |
| 7D | +14.4% | +5.9% | +8.5% | +6.3% |
| 30D | -30.6% | -1.9% | -28.7% | -27.8% |
| 3M | -39.2% | -5.4% | -33.8% | -33.2% |
| 6M | -31.3% | +4.9% | -36.2% | -31.8% |
| YTD | +29.1% | +18.5% | +10.6% | +15.8% |
| 1Y | +47.4% | +25.5% | +22.0% | +25.7% |
| 3Y | +191.2% | +63.0% | +128.2% | +94.5% |
| All | +191.2% | +64.2% | +127.0% | +94.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling