+78.5%
AME vs SPYG
+67.3%
+11.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.4% | +1.0% |
| 7D | +5.9% | +2.3% | +3.5% | +4.4% |
| 30D | -1.9% | -6.5% | +4.5% | +2.2% |
| 3M | -5.4% | -6.8% | +1.5% | -1.1% |
| 6M | +4.9% | -3.1% | +8.1% | +6.9% |
| YTD | +18.5% | +8.0% | +10.5% | +12.8% |
| 1Y | +25.5% | +10.2% | +15.2% | +18.0% |
| 3Y | +63.0% | +91.0% | -28.0% | +7.0% |
| All | +78.5% | +67.3% | +11.3% | +22.4% |
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