+1,622.9%
AME vs SPXU
-100.0%
+1,722.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | +0.6% |
| 7D | +2.8% | -1.5% | +4.3% | +2.3% |
| 30D | -6.3% | +3.7% | -10.0% | -4.9% |
| 3M | +5.4% | -9.6% | +14.9% | +2.5% |
| 6M | +7.4% | -32.4% | +39.8% | -4.7% |
| YTD | +16.2% | -28.7% | +44.8% | +5.5% |
| 1Y | +26.8% | -38.2% | +65.0% | +10.2% |
| 3Y | +57.5% | -80.4% | +137.9% | -0.8% |
| 5Y | +84.8% | -86.0% | +170.9% | +20.1% |
| 10Y | +424.3% | -99.5% | +523.8% | +39.4% |
| All | +1,622.9% | -100.0% | +1,722.9% | +43.0% |
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