+149.7%
XBI vs AME
+445.1%
-295.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -2.3% |
| 7D | -4.6% | +1.7% | -6.4% | -5.7% |
| 30D | -2.0% | -6.4% | +4.4% | +1.8% |
| 3M | +17.8% | +7.1% | +10.7% | +12.5% |
| 6M | +23.7% | +8.2% | +15.6% | +17.2% |
| YTD | +28.2% | +18.2% | +10.1% | +14.8% |
| 1Y | +64.0% | +26.7% | +37.2% | +40.3% |
| 3Y | +99.4% | +60.7% | +38.7% | +44.2% |
| 5Y | +19.3% | +91.6% | -72.2% | -23.4% |
| All | +149.7% | +445.1% | -295.4% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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