+334.0%
SPGI vs AME
+438.4%
-104.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.6% | -4.1% | +5.7% | +3.6% |
| 30D | +16.1% | -4.1% | +20.2% | +18.0% |
| 3M | +15.5% | -5.6% | +21.1% | +17.9% |
| 6M | +19.6% | +2.8% | +16.8% | +15.2% |
| YTD | -3.6% | +16.6% | -20.2% | -15.0% |
| 1Y | +2.2% | +21.1% | -18.9% | -12.1% |
| 3Y | +30.1% | +61.1% | -31.0% | -9.6% |
| 5Y | +14.9% | +76.6% | -61.6% | -25.4% |
| 10Y | +334.0% | +431.3% | -97.3% | +64.2% |
| All | +334.0% | +438.4% | -104.4% | +64.2% |
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