+433.0%
AME vs XHB
+215.4%
+217.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.6% | +1.7% | +2.3% |
| 7D | +1.7% | -4.6% | +6.4% | +4.6% |
| 30D | -6.4% | -9.1% | +2.7% | -1.1% |
| 3M | +7.1% | -8.6% | +15.6% | +12.4% |
| 6M | +8.2% | -4.0% | +12.2% | +10.0% |
| YTD | +18.2% | -3.9% | +22.1% | +19.7% |
| 1Y | +26.7% | -16.5% | +43.2% | +39.2% |
| 3Y | +60.7% | +22.6% | +38.1% | +33.3% |
| 5Y | +91.6% | +33.9% | +57.6% | +45.9% |
| All | +433.0% | +215.4% | +217.6% | +118.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling