+440.7%
AME vs SGI
+319.5%
+121.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +5.9% | -5.3% | +11.2% | +7.2% |
| 30D | -1.9% | -2.1% | +0.2% | -1.9% |
| 3M | -5.4% | -8.2% | +2.8% | -4.1% |
| 6M | +4.9% | -4.6% | +9.5% | +5.0% |
| YTD | +18.5% | -31.5% | +49.9% | +27.9% |
| 1Y | +25.5% | -30.8% | +56.3% | +35.1% |
| 3Y | +63.0% | +67.2% | -4.2% | +38.8% |
| 5Y | +78.3% | +42.5% | +35.8% | +51.8% |
| All | +440.7% | +319.5% | +121.2% | +228.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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