+2,132.3%
AME vs XHB
+175.0%
+1,957.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | +1.1% | -4.1% | +5.2% | +3.4% |
| 30D | -4.1% | +9.6% | -13.7% | -9.1% |
| 3M | -6.3% | -6.0% | -0.3% | -3.9% |
| 6M | +3.5% | +2.2% | +1.3% | +1.3% |
| YTD | +17.3% | +1.1% | +16.1% | +14.9% |
| 1Y | +22.0% | -1.7% | +23.7% | +21.2% |
| 3Y | +62.0% | +36.5% | +25.6% | +31.5% |
| 5Y | +78.5% | +33.5% | +45.0% | +43.4% |
| 10Y | +441.6% | +240.9% | +200.7% | +162.1% |
| All | +2,132.3% | +175.0% | +1,957.2% | +840.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling