+85.2%
AME vs HIG
+117.6%
-32.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | +1.3% | -0.5% | +1.8% | +1.5% |
| 30D | -6.6% | -2.8% | -3.7% | -5.5% |
| 3M | +3.0% | +6.3% | -3.4% | -0.3% |
| 6M | +5.3% | -0.1% | +5.4% | +4.7% |
| YTD | +15.4% | +0.4% | +15.0% | +14.4% |
| 1Y | +26.8% | +6.2% | +20.6% | +22.2% |
| 3Y | +56.5% | +101.6% | -45.1% | +8.4% |
| 5Y | +85.2% | +119.8% | -34.6% | +19.1% |
| All | +85.2% | +117.6% | -32.3% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling