+428.5%
AME vs CG
+324.5%
+104.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | +0.8% |
| 7D | +1.3% | -6.4% | +7.7% | +3.7% |
| 30D | -6.6% | -7.1% | +0.5% | -4.3% |
| 3M | +3.0% | -1.6% | +4.6% | +3.0% |
| 6M | +5.3% | -8.3% | +13.6% | +7.6% |
| YTD | +15.4% | -23.8% | +39.2% | +25.2% |
| 1Y | +26.8% | -28.7% | +55.6% | +40.1% |
| 3Y | +56.5% | +49.2% | +7.4% | +23.7% |
| 5Y | +85.2% | +5.5% | +79.7% | +59.8% |
| 10Y | +428.5% | +331.2% | +97.3% | +159.2% |
| All | +428.5% | +324.5% | +104.1% | +159.2% |
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