+71.8%
AME vs FGI
-70.3%
+142.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | -11.4% | -11.6% | +0.2% | -11.3% |
| 30D | -12.1% | -3.3% | -8.8% | -12.1% |
| 3M | -12.3% | +65.6% | -77.9% | -13.1% |
| 6M | -4.6% | -2.8% | -1.9% | -5.1% |
| YTD | +9.1% | +30.1% | -21.0% | +7.6% |
| 1Y | +13.3% | +50.2% | -36.9% | +11.3% |
| 3Y | +58.2% | -0.4% | +58.6% | +55.0% |
| All | +71.8% | -70.3% | +142.1% | +72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling