+295.5%
SPGI vs AME
+421.6%
-126.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -2.5% | +2.8% | -5.3% | -4.0% |
| 30D | +5.4% | -6.3% | +11.7% | +9.2% |
| 3M | +9.0% | +5.4% | +3.7% | +4.7% |
| 6M | +0.8% | +7.4% | -6.7% | -5.2% |
| YTD | -12.6% | +16.2% | -28.7% | -22.0% |
| 1Y | -16.1% | +26.8% | -42.9% | -29.5% |
| 3Y | +19.0% | +57.5% | -38.5% | -15.2% |
| 5Y | +5.1% | +84.8% | -79.8% | -33.2% |
| 10Y | +295.5% | +424.3% | -128.8% | +48.1% |
| All | +295.5% | +421.6% | -126.2% | +48.1% |
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 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