-22.7%
U vs AME
+146.6%
-169.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.8% | +4.9% |
| 7D | +2.6% | +5.9% | -3.3% | -2.1% |
| 30D | +27.6% | -1.9% | +29.5% | +28.0% |
| 3M | +15.3% | -5.4% | +20.7% | +19.1% |
| 6M | +96.4% | +4.9% | +91.5% | +83.5% |
| YTD | +19.6% | +18.5% | +1.1% | -2.2% |
| 1Y | +42.1% | +25.5% | +16.6% | +9.9% |
| 3Y | +87.5% | +63.0% | +24.5% | +10.8% |
| 5Y | -73.1% | +78.3% | -151.5% | -86.4% |
| All | -22.7% | +146.6% | -169.4% | -63.3% |
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