+87.1%
AME vs AGI
+406.3%
-319.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | +1.3% | +2.2% | -0.9% | +1.1% |
| 30D | -6.6% | +11.3% | -17.8% | -7.4% |
| 3M | +3.0% | +5.6% | -2.7% | +2.2% |
| 6M | +5.3% | -27.7% | +33.0% | +7.2% |
| YTD | +15.4% | -4.1% | +19.5% | +15.3% |
| 1Y | +26.8% | +13.8% | +13.0% | +25.0% |
| 3Y | +56.5% | +217.0% | -160.5% | +37.9% |
| All | +87.1% | +406.3% | -319.2% | +56.3% |
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