+85.2%
AME vs XHB
+34.8%
+50.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | +0.1% |
| 7D | +1.3% | -1.9% | +3.2% | +2.2% |
| 30D | -6.6% | -8.3% | +1.8% | -2.7% |
| 3M | +3.0% | -7.1% | +10.1% | +6.4% |
| 6M | +5.3% | -5.3% | +10.6% | +7.5% |
| YTD | +15.4% | -3.2% | +18.6% | +16.4% |
| 1Y | +26.8% | -13.9% | +40.7% | +35.0% |
| 3Y | +56.5% | +24.9% | +31.6% | +33.9% |
| 5Y | +85.2% | +34.5% | +50.7% | +50.0% |
| All | +85.2% | +34.8% | +50.4% | +50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling