+76.6%
AME vs CG
-16.4%
+93.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.6% | -2.4% | +2.3% |
| 7D | -1.5% | +3.0% | -4.6% | -2.4% |
| 30D | -4.2% | +10.1% | -14.3% | -6.9% |
| 3M | -5.9% | -10.8% | +4.9% | -3.3% |
| 6M | +2.8% | -15.2% | +18.0% | +6.9% |
| YTD | +16.6% | -26.9% | +43.5% | +25.5% |
| 1Y | +22.1% | -17.0% | +39.2% | +26.5% |
| 3Y | +64.7% | +54.6% | +10.0% | +36.6% |
| 5Y | +76.6% | -16.7% | +93.3% | +69.4% |
| All | +76.6% | -16.4% | +93.0% | +69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling