+65.7%
AG vs AME
+444.5%
-378.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.9% | -2.6% |
| 7D | -10.0% | +5.9% | -15.8% | -12.1% |
| 30D | -10.5% | -1.9% | -8.6% | -9.9% |
| 3M | -27.3% | -5.4% | -21.9% | -25.7% |
| 6M | -43.0% | +4.9% | -47.9% | -44.1% |
| YTD | -17.9% | +18.5% | -36.4% | -22.9% |
| 1Y | +11.9% | +25.5% | -13.5% | +2.9% |
| 3Y | +201.8% | +63.0% | +138.8% | +150.1% |
| 5Y | -0.1% | +78.3% | -78.4% | -20.8% |
| All | +65.7% | +444.5% | -378.8% | +38.5% |
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