+438.3%
AME vs CG
+274.5%
+163.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.8% | +2.1% |
| 7D | +8.1% | -1.5% | +9.6% | +8.6% |
| 30D | -3.8% | +5.7% | -9.5% | -6.0% |
| 3M | -6.6% | -17.9% | +11.2% | -0.5% |
| 6M | +4.6% | -20.2% | +24.8% | +12.1% |
| YTD | +17.9% | -32.0% | +49.9% | +32.7% |
| 1Y | +23.2% | -27.0% | +50.3% | +34.8% |
| 3Y | +62.9% | +42.8% | +20.2% | +30.1% |
| 5Y | +77.5% | -23.4% | +101.0% | +75.4% |
| All | +438.3% | +274.5% | +163.8% | +172.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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