-12.6%
TLT vs AME
+444.5%
-457.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.9% | -0.4% |
| 7D | -3.1% | +5.9% | -9.0% | -2.5% |
| 30D | +1.0% | -1.9% | +3.0% | +0.9% |
| 3M | -2.7% | -5.4% | +2.6% | -3.2% |
| 6M | -4.1% | +4.9% | -9.1% | -3.5% |
| YTD | -5.4% | +18.5% | -23.8% | -3.2% |
| 1Y | -7.0% | +25.5% | -32.5% | -4.2% |
| 3Y | +2.8% | +63.0% | -60.2% | +10.6% |
| 5Y | -35.4% | +78.3% | -113.7% | -29.3% |
| All | -12.6% | +444.5% | -457.0% | +28.5% |
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 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