+428.5%
AME vs SPY
+312.5%
+116.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.2% |
| 7D | +1.3% | -0.4% | +1.7% | +1.7% |
| 30D | -6.6% | -1.4% | -5.2% | -5.3% |
| 3M | +3.0% | +3.7% | -0.7% | -0.7% |
| 6M | +5.3% | +13.0% | -7.7% | -7.0% |
| YTD | +15.4% | +12.4% | +3.0% | +2.5% |
| 1Y | +26.8% | +18.5% | +8.3% | +6.5% |
| 3Y | +56.5% | +77.6% | -21.1% | -15.0% |
| 5Y | +85.2% | +81.7% | +3.6% | -2.8% |
| 10Y | +428.5% | +319.7% | +108.9% | +6.2% |
| All | +428.5% | +312.5% | +116.0% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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