+334.3%
SPGI vs AME
+465.0%
-130.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.5% | -1.6% |
| 7D | -0.9% | -1.5% | +0.7% | -0.4% |
| 30D | +15.5% | -4.2% | +19.7% | +17.5% |
| 3M | +15.7% | -5.9% | +21.6% | +18.4% |
| 6M | +19.1% | +2.8% | +16.3% | +14.7% |
| YTD | -4.1% | +16.6% | -20.6% | -15.4% |
| 1Y | +1.2% | +22.1% | -20.9% | -13.4% |
| 3Y | +31.6% | +64.7% | -33.1% | -9.9% |
| 5Y | +12.4% | +76.6% | -64.1% | -27.0% |
| 10Y | +334.3% | +443.9% | -109.6% | +64.1% |
| All | +334.3% | +465.0% | -130.7% | +64.1% |
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