+618.1%
AAMI vs SPY
+307.0%
+311.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.3% |
| 7D | +4.4% | +2.6% | +1.8% | +1.2% |
| 30D | +4.3% | -2.0% | +6.2% | +6.7% |
| 3M | +2.1% | -2.8% | +4.8% | +5.5% |
| 6M | +35.6% | +2.1% | +33.4% | +32.0% |
| YTD | +103.0% | +11.5% | +91.5% | +78.5% |
| 1Y | +120.6% | +13.5% | +107.2% | +90.0% |
| 3Y | +494.8% | +77.7% | +417.1% | +192.6% |
| 5Y | +212.2% | +72.6% | +139.6% | +59.6% |
| All | +618.1% | +307.0% | +311.1% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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