+433.0%
AME vs AGI
+392.3%
+40.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.6% | +3.2% |
| 7D | +1.7% | -2.7% | +4.5% | +1.9% |
| 30D | -6.4% | +7.2% | -13.7% | -6.7% |
| 3M | +7.1% | +4.3% | +2.8% | +6.8% |
| 6M | +8.2% | -27.1% | +35.3% | +9.1% |
| YTD | +18.2% | -6.6% | +24.8% | +18.2% |
| 1Y | +26.7% | +9.5% | +17.2% | +26.1% |
| 3Y | +60.7% | +208.4% | -147.7% | +53.7% |
| 5Y | +91.6% | +401.6% | -310.1% | +80.2% |
| All | +433.0% | +392.3% | +40.7% | +419.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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