+416.2%
AME vs SPXS
-99.5%
+515.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.7% | -0.2% |
| 7D | 0.0% | +6.4% | -6.4% | +2.2% |
| 30D | -8.6% | +6.0% | -14.6% | -6.7% |
| 3M | +5.8% | -11.6% | +17.4% | +2.2% |
| 6M | +3.8% | -28.7% | +32.5% | -5.6% |
| YTD | +14.4% | -26.3% | +40.7% | +5.7% |
| 1Y | +25.8% | -34.9% | +60.7% | +12.1% |
| 3Y | +55.2% | -79.5% | +134.6% | +1.9% |
| 5Y | +85.5% | -85.9% | +171.5% | +24.0% |
| All | +416.2% | -99.5% | +515.8% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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