-37.2%
CAG vs AME
+427.9%
-465.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.9% | -2.6% |
| 7D | -5.9% | 0.0% | -5.9% | -5.9% |
| 30D | -1.5% | -8.6% | +7.1% | +0.1% |
| 3M | +11.5% | +5.8% | +5.7% | +9.8% |
| 6M | -15.7% | +3.8% | -19.5% | -16.7% |
| YTD | -10.2% | +14.4% | -24.6% | -13.2% |
| 1Y | -18.1% | +25.8% | -43.8% | -22.4% |
| 3Y | -39.4% | +55.2% | -94.6% | -45.9% |
| 5Y | -42.6% | +85.5% | -128.1% | -51.3% |
| All | -37.2% | +427.9% | -465.1% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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