+30.9%
SPG vs AME
+21.1%
+9.8%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.6% | +7.5% | +3.6% |
| 7D | +8.2% | -4.4% | +12.6% | +8.8% |
| 30D | +13.5% | -5.9% | +19.3% | +14.4% |
| 3M | +2.2% | -6.5% | +8.8% | +3.3% |
| 6M | +15.9% | +3.2% | +12.7% | +13.6% |
| YTD | +27.6% | +16.0% | +11.6% | +22.0% |
| 1Y | +30.9% | +20.4% | +10.5% | +23.7% |
| All | +30.9% | +21.1% | +9.8% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling