+9,191.2%
AME vs SPYG
+564.9%
+8,626.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | +0.6% | +0.4% | +0.3% | +0.3% |
| 30D | -6.7% | -0.4% | -6.2% | -6.4% |
| 3M | +4.1% | +0.5% | +3.5% | +3.4% |
| 6M | +1.6% | +17.5% | -15.9% | -10.6% |
| YTD | +16.1% | +14.3% | +1.8% | +4.2% |
| 1Y | +27.3% | +21.7% | +5.6% | +8.4% |
| 3Y | +50.9% | +98.6% | -47.8% | -14.4% |
| 5Y | +81.4% | +85.1% | -3.7% | +6.6% |
| 10Y | +417.0% | +412.0% | +4.9% | +37.2% |
| All | +9,191.2% | +564.9% | +8,626.4% | +1,327.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling