+416.2%
AME vs TRGP
+868.8%
-452.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | 0.0% | -0.6% | +0.6% | +0.1% |
| 30D | -8.6% | +10.0% | -18.6% | -10.6% |
| 3M | +5.8% | +7.6% | -1.8% | +3.6% |
| 6M | +3.8% | +26.8% | -23.0% | -2.3% |
| YTD | +14.4% | +60.6% | -46.1% | +2.0% |
| 1Y | +25.8% | +82.5% | -56.7% | +8.5% |
| 3Y | +55.2% | +265.0% | -209.8% | +13.1% |
| 5Y | +85.5% | +645.9% | -560.4% | +13.4% |
| All | +416.2% | +868.8% | -452.5% | +165.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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