+575.5%
CAG vs AME
+19,084.4%
-18,508.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.2% |
| 7D | -3.3% | +5.9% | -9.2% | -4.2% |
| 30D | +7.7% | -1.9% | +9.6% | +7.7% |
| 3M | -3.2% | -5.4% | +2.2% | -2.7% |
| 6M | +7.0% | +4.9% | +2.0% | +5.5% |
| YTD | -9.0% | +18.5% | -27.4% | -12.1% |
| 1Y | -9.6% | +25.5% | -35.1% | -13.5% |
| 3Y | -36.0% | +63.0% | -99.0% | -41.8% |
| 5Y | -40.9% | +78.3% | -119.2% | -47.3% |
| 10Y | -37.3% | +447.1% | -484.4% | -54.0% |
| All | +575.5% | +19,084.4% | -18,508.8% | +209.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling