-37.8%
U vs AME
+140.3%
-178.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | 0.0% |
| 7D | +4.4% | +1.3% | +3.0% | +3.2% |
| 30D | -1.3% | -6.6% | +5.3% | +4.4% |
| 3M | +49.6% | +3.0% | +46.6% | +44.3% |
| 6M | +100.2% | +5.3% | +94.9% | +86.4% |
| YTD | -3.7% | +15.4% | -19.1% | -18.4% |
| 1Y | -6.5% | +26.8% | -33.3% | -27.9% |
| 3Y | +12.9% | +56.5% | -43.6% | -29.8% |
| 5Y | -68.3% | +85.2% | -153.5% | -83.6% |
| All | -37.8% | +140.3% | -178.1% | -69.4% |
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