+29.0%
XLB vs AME
+66.2%
-37.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.3% | -2.0% |
| 7D | -1.5% | -5.2% | +3.7% | +0.9% |
| 30D | +6.1% | -8.0% | +14.1% | +10.2% |
| 3M | 0.0% | -8.9% | +8.9% | +4.3% |
| 6M | 0.0% | -5.0% | +4.9% | +1.5% |
| YTD | +16.0% | +11.9% | +4.1% | +6.9% |
| 1Y | +24.7% | +16.6% | +8.1% | +12.2% |
| 3Y | +40.4% | +62.5% | -22.1% | -2.0% |
| All | +29.0% | +66.2% | -37.2% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling