+3,765.9%
AME vs SGI
+1,852.9%
+1,913.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.7% |
| 7D | +1.1% | -10.5% | +11.6% | +3.4% |
| 30D | -4.1% | +0.1% | -4.2% | -4.5% |
| 3M | -6.3% | -4.0% | -2.4% | -6.1% |
| 6M | +3.5% | -5.6% | +9.2% | +3.9% |
| YTD | +17.3% | -29.5% | +46.8% | +24.6% |
| 1Y | +22.0% | -31.5% | +53.5% | +30.4% |
| 3Y | +62.0% | +71.6% | -9.6% | +40.5% |
| 5Y | +78.5% | +50.5% | +28.0% | +54.1% |
| 10Y | +441.6% | +333.9% | +107.8% | +242.4% |
| All | +3,765.9% | +1,852.9% | +1,913.0% | +1,298.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling