-2.6%
AGG vs AME
+89.9%
-92.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.3% | -0.2% |
| 7D | -1.1% | +1.7% | -2.8% | -1.1% |
| 30D | -1.1% | -6.4% | +5.3% | -0.9% |
| 3M | -1.9% | +7.1% | -9.0% | -2.2% |
| 6M | -1.7% | +8.2% | -9.9% | -2.1% |
| YTD | -1.3% | +18.2% | -19.5% | -2.0% |
| 1Y | -0.7% | +26.7% | -27.5% | -1.7% |
| 3Y | +12.5% | +60.7% | -48.2% | +9.8% |
| All | -2.6% | +89.9% | -92.5% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling