+621.4%
AAMI vs SPY
+374.9%
+246.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.9% |
| 7D | +2.3% | +0.5% | +1.7% | +1.6% |
| 30D | +2.6% | -0.9% | +3.5% | +3.8% |
| 3M | +19.8% | +3.9% | +15.9% | +14.3% |
| 6M | +80.6% | +14.5% | +66.1% | +53.5% |
| YTD | +96.7% | +12.9% | +83.8% | +70.6% |
| 1Y | +106.2% | +19.4% | +86.9% | +67.4% |
| 3Y | +356.0% | +78.5% | +277.6% | +124.0% |
| 5Y | +246.1% | +81.8% | +164.4% | +66.1% |
| 10Y | +642.7% | +311.5% | +331.2% | +35.7% |
| All | +621.4% | +374.9% | +246.5% | +12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling