+11,281.5%
AME vs HIG
+1,002.1%
+10,279.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.7% |
| 7D | +0.6% | +0.3% | +0.3% | +0.6% |
| 30D | -6.7% | -3.2% | -3.5% | -6.1% |
| 3M | +4.1% | +9.1% | -5.1% | +2.1% |
| 6M | +1.6% | -1.8% | +3.4% | +1.7% |
| YTD | +16.1% | +1.8% | +14.4% | +15.4% |
| 1Y | +27.3% | +4.6% | +22.8% | +25.8% |
| 3Y | +50.9% | +101.6% | -50.8% | +31.0% |
| 5Y | +81.4% | +124.5% | -43.1% | +54.0% |
| 10Y | +417.0% | +317.8% | +99.2% | +286.6% |
| All | +11,281.5% | +1,002.1% | +10,279.4% | +5,411.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling