+131.7%
AG vs AME
+29.8%
+101.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -3.5% |
| 7D | +1.0% | +0.6% | +0.4% | +0.4% |
| 30D | +19.2% | -6.7% | +25.9% | +27.5% |
| 3M | +6.2% | +4.1% | +2.1% | +0.8% |
| 6M | -26.7% | +1.6% | -28.3% | -28.8% |
| YTD | +26.1% | +16.1% | +10.0% | +12.3% |
| 1Y | +131.7% | +27.3% | +104.3% | +97.0% |
| All | +131.7% | +29.8% | +101.9% | +97.0% |
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 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