+85.5%
AME vs SPYG
+82.6%
+2.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.3% |
| 7D | 0.0% | -1.8% | +1.8% | +1.1% |
| 30D | -8.6% | -1.9% | -6.7% | -7.5% |
| 3M | +5.8% | +5.2% | +0.6% | +2.5% |
| 6M | +3.8% | +15.6% | -11.7% | -5.1% |
| YTD | +14.4% | +12.4% | +2.0% | +6.3% |
| 1Y | +25.8% | +17.5% | +8.3% | +13.4% |
| 3Y | +55.2% | +98.1% | -42.9% | -0.8% |
| 5Y | +85.5% | +84.9% | +0.6% | +18.7% |
| All | +85.5% | +82.6% | +2.9% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling