+299.5%
CME vs AG
+77.4%
+222.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.1% | -0.6% |
| 7D | -0.6% | +10.8% | -11.4% | -0.8% |
| 30D | +8.5% | -8.2% | +16.7% | +8.7% |
| 3M | +16.0% | -13.7% | +29.7% | +16.3% |
| 6M | +9.3% | -27.3% | +36.6% | +10.0% |
| YTD | +15.3% | -4.6% | +19.9% | +14.4% |
| 1Y | +14.4% | +39.4% | -25.0% | +11.9% |
| 3Y | +59.9% | +244.1% | -184.2% | +48.7% |
| 5Y | +69.4% | +16.8% | +52.7% | +63.0% |
| 10Y | +299.5% | +71.7% | +227.8% | +275.7% |
| All | +299.5% | +77.4% | +222.1% | +275.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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