+116.1%
SPG vs AME
+438.4%
-322.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +5.6% | -4.1% | +9.7% | +8.3% |
| 30D | +17.6% | -4.1% | +21.7% | +20.0% |
| 3M | +7.5% | -5.6% | +13.1% | +10.5% |
| 6M | +18.5% | +2.8% | +15.7% | +13.7% |
| YTD | +30.9% | +16.6% | +14.3% | +13.4% |
| 1Y | +34.1% | +21.1% | +13.0% | +12.7% |
| 3Y | +135.5% | +61.1% | +74.4% | +53.0% |
| 5Y | +86.5% | +76.6% | +10.0% | +11.3% |
| 10Y | +116.1% | +431.3% | -315.2% | -15.2% |
| All | +116.1% | +438.4% | -322.3% | -15.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling