+109.0%
SPG vs AME
+444.5%
-335.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.6% |
| 7D | +2.0% | +5.9% | -3.9% | -2.0% |
| 30D | +17.2% | -1.9% | +19.2% | +17.8% |
| 3M | +6.3% | -5.4% | +11.7% | +9.2% |
| 6M | +18.7% | +4.9% | +13.8% | +12.2% |
| YTD | +30.1% | +18.5% | +11.6% | +11.4% |
| 1Y | +32.8% | +25.5% | +7.3% | +8.7% |
| 3Y | +133.6% | +63.0% | +70.6% | +50.6% |
| 5Y | +84.4% | +78.3% | +6.1% | +9.4% |
| All | +109.0% | +444.5% | -335.5% | -18.1% |
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