+11.9%
AG vs AME
+24.0%
-12.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.9% | -2.8% |
| 7D | -10.0% | +5.9% | -15.8% | -14.6% |
| 30D | -10.5% | -1.9% | -8.6% | -9.4% |
| 3M | -27.3% | -5.4% | -21.9% | -23.5% |
| 6M | -43.0% | +4.9% | -47.9% | -46.9% |
| YTD | -17.9% | +18.5% | -36.4% | -27.6% |
| 1Y | +11.9% | +25.5% | -13.5% | -6.6% |
| All | +11.9% | +24.0% | -12.1% | -6.6% |
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