+5,923.7%
SPG vs AME
+17,249.5%
-11,325.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.2% | -2.2% | 0.0% |
| 7D | +5.1% | -1.5% | +6.6% | +5.5% |
| 30D | +16.8% | -4.2% | +21.0% | +18.6% |
| 3M | +5.7% | -5.9% | +11.6% | +8.0% |
| 6M | +17.8% | +2.8% | +15.0% | +14.8% |
| YTD | +30.1% | +16.6% | +13.5% | +18.9% |
| 1Y | +32.8% | +22.1% | +10.7% | +18.6% |
| 3Y | +137.2% | +64.7% | +72.5% | +81.1% |
| 5Y | +81.5% | +76.6% | +4.9% | +34.2% |
| 10Y | +116.5% | +443.9% | -327.4% | +0.6% |
| All | +5,923.7% | +17,249.5% | -11,325.7% | +1,288.7% |
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