+5,805.1%
SPG vs AME
+16,552.5%
-10,747.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | -0.4% |
| 7D | +4.9% | -5.2% | +10.1% | +7.3% |
| 30D | +15.6% | -8.0% | +23.6% | +19.7% |
| 3M | +4.1% | -8.9% | +13.0% | +8.0% |
| 6M | +13.6% | -5.0% | +18.6% | +15.0% |
| YTD | +27.5% | +11.9% | +15.7% | +18.9% |
| 1Y | +32.2% | +16.6% | +15.6% | +20.7% |
| 3Y | +126.0% | +62.5% | +63.5% | +73.6% |
| 5Y | +74.7% | +67.6% | +7.1% | +32.5% |
| 10Y | +112.8% | +450.4% | -337.5% | -1.3% |
| All | +5,805.1% | +16,552.5% | -10,747.5% | +1,288.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling