+78.5%
AME vs AGI
+243.7%
-165.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +5.9% | -10.1% | +16.0% | +6.7% |
| 30D | -1.9% | -6.5% | +4.6% | -1.5% |
| 3M | -5.4% | -12.8% | +7.4% | -4.6% |
| 6M | +4.9% | -34.3% | +39.2% | +7.9% |
| YTD | +18.5% | -25.6% | +44.1% | +20.5% |
| 1Y | +25.5% | -14.2% | +39.7% | +26.4% |
| 3Y | +63.0% | +127.3% | -64.3% | +46.4% |
| All | +78.5% | +243.7% | -165.2% | +51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling