+27.3%
AME vs PPG
+5.2%
+22.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +0.9% |
| 7D | +0.6% | -1.5% | +2.1% | +1.2% |
| 30D | -6.7% | -5.0% | -1.7% | -4.9% |
| 3M | +4.1% | +1.1% | +2.9% | +3.1% |
| 6M | +1.6% | -3.2% | +4.7% | +1.1% |
| YTD | +16.1% | +11.9% | +4.3% | +9.3% |
| 1Y | +27.3% | +5.3% | +22.0% | +23.3% |
| All | +27.3% | +5.2% | +22.1% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling