+638.0%
XYZ vs AME
+465.0%
+173.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.2% | -0.6% | -0.2% |
| 7D | +14.9% | -1.5% | +16.4% | +15.4% |
| 30D | +14.7% | -4.2% | +18.8% | +17.6% |
| 3M | +12.1% | -5.9% | +18.0% | +16.4% |
| 6M | +18.3% | +2.8% | +15.5% | +12.0% |
| YTD | +36.1% | +16.6% | +19.5% | +13.0% |
| 1Y | +35.3% | +22.1% | +13.2% | +7.3% |
| 3Y | +73.5% | +64.7% | +8.8% | 0.0% |
| 5Y | -61.6% | +76.6% | -138.2% | -78.7% |
| 10Y | +638.0% | +443.9% | +194.1% | +94.0% |
| All | +638.0% | +465.0% | +173.0% | +94.0% |
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