+9,376.6%
AME vs SPYG
+528.0%
+8,848.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.4% | +1.1% |
| 7D | +5.9% | +2.3% | +3.5% | +4.0% |
| 30D | -1.9% | -6.5% | +4.5% | +3.3% |
| 3M | -5.4% | -6.8% | +1.5% | 0.0% |
| 6M | +4.9% | -3.1% | +8.1% | +7.3% |
| YTD | +18.5% | +8.0% | +10.5% | +11.1% |
| 1Y | +25.5% | +10.2% | +15.2% | +15.7% |
| 3Y | +63.0% | +91.0% | -28.0% | -4.6% |
| 5Y | +78.3% | +67.7% | +10.6% | +13.3% |
| 10Y | +447.1% | +393.9% | +53.2% | +49.4% |
| All | +9,376.6% | +528.0% | +8,848.6% | +1,422.0% |
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 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