+20.4%
AME vs XHB
+5.8%
+14.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +5.4% | -10.1% | -6.8% |
| 7D | -4.4% | +9.7% | -14.2% | -8.4% |
| 30D | -5.9% | +11.7% | -17.5% | -10.6% |
| 3M | -6.5% | -1.4% | -5.2% | -5.8% |
| 6M | +3.2% | +6.8% | -3.6% | -0.4% |
| YTD | +16.0% | +5.5% | +10.5% | +12.4% |
| 1Y | +20.4% | +5.1% | +15.3% | +16.7% |
| All | +20.4% | +5.8% | +14.6% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling