+78.0%
SPG vs AME
+66.2%
+11.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | -0.5% |
| 7D | +4.9% | -5.2% | +10.1% | +7.5% |
| 30D | +15.6% | -8.0% | +23.6% | +20.1% |
| 3M | +4.1% | -8.9% | +13.0% | +8.4% |
| 6M | +13.6% | -5.0% | +18.6% | +14.9% |
| YTD | +27.5% | +11.9% | +15.7% | +16.1% |
| 1Y | +32.2% | +16.6% | +15.6% | +17.1% |
| 3Y | +126.0% | +62.5% | +63.5% | +52.6% |
| All | +78.0% | +66.2% | +11.8% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling