+440.7%
AME vs SBAC
+114.8%
+325.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.0% | +0.1% |
| 7D | +5.9% | +0.6% | +5.3% | +5.7% |
| 30D | -1.9% | +5.5% | -7.4% | -3.5% |
| 3M | -5.4% | +3.1% | -8.4% | -6.5% |
| 6M | +4.9% | -7.0% | +12.0% | +5.9% |
| YTD | +18.5% | +0.5% | +18.0% | +16.0% |
| 1Y | +25.5% | +0.2% | +25.2% | +22.9% |
| 3Y | +63.0% | -7.4% | +70.4% | +58.7% |
| 5Y | +78.3% | -39.7% | +118.0% | +99.9% |
| All | +440.7% | +114.8% | +325.9% | +377.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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