+98.1%
AGG vs AME
+4,155.1%
-4,057.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +0.1% | +2.8% | -2.6% | +0.2% |
| 30D | -0.4% | -6.3% | +5.9% | -0.4% |
| 3M | -0.3% | +5.4% | -5.7% | -0.2% |
| 6M | -1.2% | +7.4% | -8.7% | -1.1% |
| YTD | -0.4% | +16.2% | -16.5% | -0.2% |
| 1Y | +0.4% | +26.8% | -26.4% | +0.7% |
| 3Y | +13.4% | +57.5% | -44.1% | +14.2% |
| 5Y | -1.4% | +84.8% | -86.3% | -0.5% |
| 10Y | +14.8% | +424.3% | -409.5% | +19.1% |
| All | +98.1% | +4,155.1% | -4,057.1% | +118.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling