+2,110.7%
AME vs XHB
+173.9%
+1,936.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.0% |
| 7D | +0.6% | -1.3% | +1.9% | +1.3% |
| 30D | -6.7% | -6.9% | +0.2% | -3.2% |
| 3M | +4.1% | -1.3% | +5.3% | +4.4% |
| 6M | +1.6% | -6.8% | +8.4% | +4.9% |
| YTD | +16.1% | +0.7% | +15.4% | +14.7% |
| 1Y | +27.3% | -11.2% | +38.6% | +34.1% |
| 3Y | +50.9% | +25.3% | +25.5% | +28.7% |
| 5Y | +81.4% | +37.3% | +44.1% | +44.3% |
| 10Y | +417.0% | +211.5% | +205.4% | +162.9% |
| All | +2,110.7% | +173.9% | +1,936.8% | +839.1% |
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