+1,657.0%
AME vs SPXU
-100.0%
+1,757.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.9% |
| 7D | +5.9% | -7.6% | +13.4% | +3.1% |
| 30D | -1.9% | +5.3% | -7.2% | +0.8% |
| 3M | -5.4% | +9.6% | -15.0% | -1.0% |
| 6M | +4.9% | -4.5% | +9.5% | +5.5% |
| YTD | +18.5% | -25.9% | +44.3% | +10.3% |
| 1Y | +25.5% | -28.9% | +54.3% | +15.5% |
| 3Y | +63.0% | -80.5% | +143.5% | +3.0% |
| 5Y | +78.3% | -83.4% | +161.7% | +24.5% |
| 10Y | +447.1% | -99.5% | +546.6% | +48.4% |
| All | +1,657.0% | -100.0% | +1,757.0% | +49.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling