+62.2%
SPG vs AME
+421.6%
-359.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.1% | +1.2% |
| 7D | 0.0% | +2.8% | -2.8% | -2.0% |
| 30D | -4.9% | -6.3% | +1.3% | -0.7% |
| 3M | +3.3% | +5.4% | -2.1% | -1.5% |
| 6M | +11.2% | +7.4% | +3.8% | +4.0% |
| YTD | +17.1% | +16.2% | +0.9% | +2.9% |
| 1Y | +21.6% | +26.8% | -5.2% | -0.7% |
| 3Y | +111.9% | +57.5% | +54.4% | +42.0% |
| 5Y | +106.9% | +84.8% | +22.1% | +20.9% |
| 10Y | +62.2% | +424.3% | -362.1% | -37.2% |
| All | +62.2% | +421.6% | -359.4% | -37.2% |
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