+63.0%
AME vs AGI
+127.5%
-64.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +5.9% | -10.1% | +16.0% | +6.4% |
| 30D | -1.9% | -6.5% | +4.6% | -1.6% |
| 3M | -5.4% | -12.8% | +7.4% | -4.8% |
| 6M | +4.9% | -34.3% | +39.2% | +6.9% |
| YTD | +18.5% | -25.6% | +44.1% | +20.8% |
| 1Y | +25.5% | -14.2% | +39.7% | +27.9% |
| 3Y | +63.0% | +127.3% | -64.3% | +58.0% |
| All | +63.0% | +127.5% | -64.4% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling