+433.0%
AME vs SPYG
+424.6%
+8.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.4% | +2.6% |
| 7D | +1.7% | -0.9% | +2.6% | +2.5% |
| 30D | -6.4% | -1.5% | -4.9% | -5.3% |
| 3M | +7.1% | +3.7% | +3.3% | +3.9% |
| 6M | +8.2% | +16.4% | -8.3% | -4.4% |
| YTD | +18.2% | +13.3% | +4.8% | +6.5% |
| 1Y | +26.7% | +17.9% | +8.9% | +10.3% |
| 3Y | +60.7% | +98.3% | -37.6% | -11.6% |
| 5Y | +91.6% | +86.4% | +5.1% | +9.1% |
| All | +433.0% | +424.6% | +8.5% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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