+62.5%
AME vs FGI
+1.5%
+61.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.5% |
| 7D | -5.2% | -7.0% | +1.8% | -5.1% |
| 30D | -8.0% | -4.2% | -3.8% | -8.0% |
| 3M | -8.9% | +55.6% | -64.5% | -9.1% |
| 6M | -5.0% | -3.2% | -1.8% | -5.0% |
| YTD | +11.9% | +29.1% | -17.2% | +11.4% |
| 1Y | +16.6% | +51.0% | -34.3% | +16.2% |
| 3Y | +62.5% | +1.5% | +61.0% | +64.5% |
| All | +62.5% | +1.5% | +61.0% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 3y: compounded portfolio wealth divided by compounded FGI 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…
3y analysis · Full analysis span regression · 6 months rolling