+319.7%
SPY vs AME
+425.2%
-105.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.1% |
| 7D | -0.4% | +1.3% | -1.7% | -1.1% |
| 30D | -1.4% | -6.6% | +5.2% | +2.2% |
| 3M | +3.7% | +3.0% | +0.7% | +1.7% |
| 6M | +13.0% | +5.3% | +7.7% | +9.0% |
| YTD | +12.4% | +15.4% | -3.0% | +2.7% |
| 1Y | +18.5% | +26.8% | -8.3% | +2.2% |
| 3Y | +77.6% | +56.5% | +21.1% | +32.9% |
| 5Y | +81.7% | +85.2% | -3.6% | +21.9% |
| 10Y | +319.7% | +428.5% | -108.9% | +74.2% |
| All | +319.7% | +425.2% | -105.6% | +74.2% |
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