+164.5%
XLB vs AME
+425.2%
-260.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -0.7% |
| 7D | -2.9% | +1.3% | -4.3% | -3.8% |
| 30D | -3.4% | -6.6% | +3.2% | +0.7% |
| 3M | +1.6% | +3.0% | -1.4% | -0.8% |
| 6M | +3.6% | +5.3% | -1.7% | -0.5% |
| YTD | +14.2% | +15.4% | -1.2% | +3.2% |
| 1Y | +15.6% | +26.8% | -11.2% | -2.2% |
| 3Y | +33.1% | +56.5% | -23.4% | -4.6% |
| 5Y | +35.0% | +85.2% | -50.2% | -14.6% |
| 10Y | +164.5% | +428.5% | -264.0% | -7.0% |
| All | +164.5% | +425.2% | -260.7% | -7.0% |
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