+85.2%
AME vs SPXU
-85.9%
+171.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.2% |
| 7D | +1.3% | +1.3% | +0.1% | +1.7% |
| 30D | -6.6% | +5.1% | -11.7% | -5.2% |
| 3M | +3.0% | -9.1% | +12.1% | +0.9% |
| 6M | +5.3% | -29.6% | +34.9% | -3.0% |
| YTD | +15.4% | -27.7% | +43.1% | +7.5% |
| 1Y | +26.8% | -37.0% | +63.8% | +14.3% |
| 3Y | +56.5% | -80.2% | +136.7% | +10.4% |
| 5Y | +85.2% | -86.0% | +171.3% | +32.2% |
| All | +85.2% | -85.9% | +171.1% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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