+303.4%
CME vs AGI
+389.5%
-86.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | +3.9% | -10.1% | +14.1% | +4.2% |
| 30D | +11.3% | -6.5% | +17.9% | +11.5% |
| 3M | +19.6% | -12.8% | +32.4% | +19.8% |
| 6M | +8.1% | -34.3% | +42.4% | +9.3% |
| YTD | +20.4% | -25.6% | +46.0% | +20.9% |
| 1Y | +16.5% | -14.2% | +30.7% | +16.4% |
| 3Y | +66.4% | +127.3% | -60.8% | +60.2% |
| 5Y | +74.5% | +241.8% | -167.3% | +64.6% |
| All | +303.4% | +389.5% | -86.1% | +286.8% |
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