+33.4%
AG vs AME
+21.1%
+12.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -4.6% | +13.8% | +13.4% |
| 7D | -2.6% | -4.4% | +1.9% | +1.1% |
| 30D | -12.1% | -5.9% | -6.2% | -7.1% |
| 3M | -6.6% | -6.5% | -0.1% | -0.6% |
| 6M | -20.5% | +3.2% | -23.6% | -24.8% |
| YTD | -7.4% | +16.0% | -23.4% | -17.0% |
| 1Y | +33.4% | +20.4% | +13.0% | +16.1% |
| All | +33.4% | +21.1% | +12.3% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling