+9.5%
SPGI vs AME
+82.5%
-73.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.3% |
| 7D | +0.1% | +0.6% | -0.5% | -0.2% |
| 30D | +8.4% | -6.7% | +15.1% | +11.9% |
| 3M | +11.8% | +4.1% | +7.8% | +8.6% |
| 6M | +5.7% | +1.6% | +4.1% | +3.3% |
| YTD | -9.7% | +16.1% | -25.8% | -18.5% |
| 1Y | -12.5% | +27.3% | -39.8% | -25.5% |
| 3Y | +21.8% | +50.9% | -29.0% | -9.9% |
| All | +9.5% | +82.5% | -73.0% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling