+4,848.1%
AME vs AGI
+4,206.7%
+641.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +5.9% | -10.1% | +16.0% | +6.3% |
| 30D | -1.9% | -6.5% | +4.6% | -1.7% |
| 3M | -5.4% | -12.8% | +7.4% | -5.0% |
| 6M | +4.9% | -34.3% | +39.2% | +6.5% |
| YTD | +18.5% | -25.6% | +44.1% | +19.4% |
| 1Y | +25.5% | -14.2% | +39.7% | +25.7% |
| 3Y | +63.0% | +127.3% | -64.3% | +55.9% |
| 5Y | +78.3% | +241.8% | -163.5% | +66.8% |
| 10Y | +447.1% | +381.8% | +65.3% | +393.6% |
| All | +4,848.1% | +4,206.7% | +641.3% | +4,060.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling