+164.2%
XLB vs AME
+438.4%
-274.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.5% | -4.1% | +4.6% | +2.8% |
| 30D | +6.9% | -4.1% | +11.1% | +9.0% |
| 3M | -0.2% | -5.6% | +5.5% | +2.5% |
| 6M | +3.3% | +2.8% | +0.5% | +0.1% |
| YTD | +18.0% | +16.6% | +1.4% | +5.1% |
| 1Y | +24.2% | +21.1% | +3.1% | +7.9% |
| 3Y | +44.7% | +61.1% | -16.4% | +0.9% |
| 5Y | +31.6% | +76.6% | -45.0% | -14.7% |
| 10Y | +164.2% | +431.3% | -267.1% | -6.3% |
| All | +164.2% | +438.4% | -274.2% | -6.3% |
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