+416.2%
AME vs HIG
+315.0%
+101.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | 0.0% | -2.3% | +2.3% | +1.0% |
| 30D | -8.6% | -1.2% | -7.4% | -8.2% |
| 3M | +5.8% | +6.3% | -0.5% | +2.5% |
| 6M | +3.8% | +0.6% | +3.2% | +2.9% |
| YTD | +14.4% | +0.6% | +13.8% | +13.2% |
| 1Y | +25.8% | +6.1% | +19.7% | +21.3% |
| 3Y | +55.2% | +102.0% | -46.8% | +10.4% |
| 5Y | +85.5% | +119.2% | -33.7% | +25.8% |
| All | +416.2% | +315.0% | +101.2% | +156.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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