+57.5%
AME vs HIG
+99.1%
-41.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.6% |
| 7D | +2.8% | -1.1% | +3.9% | +3.1% |
| 30D | -6.3% | -4.9% | -1.4% | -4.9% |
| 3M | +5.4% | +6.8% | -1.4% | +2.6% |
| 6M | +7.4% | -1.7% | +9.1% | +7.6% |
| YTD | +16.2% | -0.2% | +16.4% | +15.7% |
| 1Y | +26.8% | +5.7% | +21.1% | +23.4% |
| 3Y | +57.5% | +100.3% | -42.8% | +27.7% |
| All | +57.5% | +99.1% | -41.6% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling