+943.2%
XBI vs AME
+2,132.6%
-1,189.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.2% |
| 7D | -0.9% | +2.8% | -3.7% | -2.5% |
| 30D | +2.9% | -6.3% | +9.2% | +6.6% |
| 3M | +26.2% | +5.4% | +20.8% | +22.0% |
| 6M | +30.7% | +7.4% | +23.3% | +24.7% |
| YTD | +32.9% | +16.2% | +16.8% | +20.9% |
| 1Y | +72.3% | +26.8% | +45.5% | +48.5% |
| 3Y | +107.2% | +57.5% | +49.7% | +54.8% |
| 5Y | +23.2% | +84.8% | -61.7% | -16.5% |
| 10Y | +158.5% | +424.3% | -265.8% | -6.8% |
| All | +943.2% | +2,132.6% | -1,189.4% | +74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling