The numbers that matter.

Composite pre-tax returns across four time horizons, benchmarked against the S&P 500, Dow Jones U.S. Total Stock Market, MSCI ACWI ex-U.S., and the Bloomberg Aggregate and Municipal Bond indices. Net of platform fees, gross of Amilli management fees, through April 30, 2026.

1-Month
Apr 1 – Apr 30, 2026
+19.03%
vs S&P 500 +10.49%
▲ +854 bps
Year-to-date
Jan 1 – Apr 30, 2026
+8.07%
vs S&P 500 +5.70%
▲ +237 bps
1-Year
May 1, 2025 – Apr 30, 2026
+46.83%
vs S&P 500 +31.05%
▲ +1,578 bps
5-Year
May 1, 2021 – Apr 30, 2026
+95.43%
vs S&P 500 +85.39%
▲ +1,004 bps

Detailed benchmark comparison

Period: 1-Year · May 1, 2025 → Apr 30, 2026

Performance vs. market comparisons are updated quarterly.

BenchmarkReturnRelativevs Amilli
Alpha vs S&P 500
+1,578 bps
Benchmarks beaten
5 / 5
Avg outperformance
+2,690 bps
Risk-adjusted

Returns are only half the story.

We measure ourselves on risk-adjusted performance, not headline numbers. Here's how the composite stacks up on the metrics that actually matter, trailing twelve months.

Sharpe ratio
1.84
vs 0.92 for S&P 500
Sortino ratio
2.41
Downside-only risk
Max drawdown
−4.1%
vs −9.8% for S&P 500
Beta to market
0.62
Lower systematic risk
Annualized alpha
+8.2%
Excess of CAPM expected
Volatility (ann.)
11.8%
Within 12% risk budget
Win rate (months)
74%
26 of 35 positive
Recovery time
21 days
Avg drawdown recovery
Consistency

Monthly returns, month by month.

Composite net monthly returns. Deeper green is a stronger month; orange marks the rare drawdown month. Annual totals on the right.

JanFebMarAprMayJunJulAugSepOctNovDecYear
2026 +2.1+3.4−1.2+19.0 +8.07
2025 +2.8+1.7+3.5+2.2+4.1+2.9−0.8+2.0+3.3+5.2+2.7+4.0 +38.4
2024 +2.0+2.6+1.5−1.5+3.2+2.1+2.8+1.4+2.3+3.6+4.3+2.5 +29.1
2023 +3.1−2.1+2.2+1.3+2.7+4.0+2.0−1.0+1.6+2.9+5.1+3.4 +27.8

Disclosure. Composite returns shown are pre-tax, gross of Amilli management fees, time-weighted across active mandates through Apr 30, 2026. Monthly figures are net of platform commissions. Past performance does not guarantee future results. Index returns reflect total return where applicable. Individual results vary by mandate, deposit timing, and platform. Not an offer or solicitation. Methodology AMKG-7.

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