+11,508.5%
AME vs HIG
+995.0%
+10,513.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | +5.9% | +2.6% | +3.3% | +5.4% |
| 30D | -1.9% | +4.2% | -6.1% | -2.8% |
| 3M | -5.4% | +0.2% | -5.6% | -5.6% |
| 6M | +4.9% | +4.6% | +0.3% | +3.6% |
| YTD | +18.5% | +1.1% | +17.3% | +17.7% |
| 1Y | +25.5% | +4.7% | +20.8% | +23.8% |
| 3Y | +63.0% | +95.5% | -32.4% | +42.2% |
| 5Y | +78.3% | +111.7% | -33.4% | +52.9% |
| 10Y | +447.1% | +263.4% | +183.7% | +317.9% |
| All | +11,508.5% | +995.0% | +10,513.6% | +5,518.7% |
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