+69.5%
AME vs SGI
+51.2%
+18.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.5% | +8.0% | +3.9% |
| 7D | -5.2% | +1.0% | -6.1% | -5.6% |
| 30D | -8.0% | +3.9% | -11.9% | -9.3% |
| 3M | -8.9% | -0.8% | -8.1% | -9.4% |
| 6M | -5.0% | -18.0% | +13.0% | -1.1% |
| YTD | +11.9% | -27.6% | +39.5% | +19.6% |
| 1Y | +16.6% | -27.2% | +43.9% | +24.4% |
| 3Y | +62.5% | +76.0% | -13.5% | +35.7% |
| All | +69.5% | +51.2% | +18.3% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling