+219.8%
CFG vs AME
+437.3%
-217.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.4% |
| 7D | -0.8% | +1.1% | -1.9% | -2.0% |
| 30D | +3.1% | -4.1% | +7.2% | +6.1% |
| 3M | -9.7% | -6.3% | -3.4% | -5.4% |
| 6M | +6.7% | +3.5% | +3.2% | +1.4% |
| YTD | +15.2% | +17.3% | -2.1% | -3.0% |
| 1Y | +28.8% | +22.0% | +6.8% | +4.5% |
| 3Y | +190.1% | +62.0% | +128.1% | +75.6% |
| 5Y | +63.4% | +78.5% | -15.1% | -11.1% |
| 10Y | +219.8% | +441.6% | -221.9% | -31.0% |
| All | +219.8% | +437.3% | -217.6% | -31.0% |
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