+272.2%
CME vs AGI
+388.9%
-116.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | -0.1% |
| 7D | -2.4% | -5.3% | +2.9% | -2.2% |
| 30D | +6.2% | +6.8% | -0.6% | +5.9% |
| 3M | +4.4% | +8.3% | -3.9% | +4.0% |
| 6M | -9.6% | -29.2% | +19.6% | -8.7% |
| YTD | +3.8% | -7.3% | +11.0% | +3.7% |
| 1Y | +9.5% | +8.0% | +1.5% | +8.7% |
| 3Y | +51.9% | +206.6% | -154.6% | +44.8% |
| 5Y | +78.7% | +398.1% | -319.4% | +66.8% |
| All | +272.2% | +388.9% | -116.7% | +253.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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