+5,256.9%
SPG vs AME
+17,186.4%
-11,929.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.7% |
| 7D | -2.4% | +0.6% | -3.0% | -2.7% |
| 30D | -6.8% | -6.7% | -0.1% | -3.8% |
| 3M | +2.7% | +4.1% | -1.4% | +0.2% |
| 6M | +5.5% | +1.6% | +3.9% | +3.8% |
| YTD | +15.7% | +16.1% | -0.4% | +6.6% |
| 1Y | +20.9% | +27.3% | -6.5% | +6.1% |
| 3Y | +112.4% | +50.9% | +61.5% | +70.1% |
| 5Y | +101.4% | +81.4% | +20.0% | +48.1% |
| 10Y | +60.6% | +417.0% | -356.3% | -23.3% |
| All | +5,256.9% | +17,186.4% | -11,929.5% | +1,145.1% |
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 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