+820.5%
XLB vs AME
+9,477.7%
-8,657.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -1.1% |
| 7D | -1.4% | +0.6% | -2.0% | -1.7% |
| 30D | -0.4% | -6.7% | +6.3% | +3.2% |
| 3M | +2.0% | +4.1% | -2.1% | -0.5% |
| 6M | +1.8% | +1.6% | +0.3% | +0.4% |
| YTD | +16.6% | +16.1% | +0.4% | +7.0% |
| 1Y | +16.9% | +27.3% | -10.4% | +1.9% |
| 3Y | +32.6% | +50.9% | -18.3% | +3.8% |
| 5Y | +35.6% | +81.4% | -45.7% | -3.9% |
| 10Y | +160.0% | +417.0% | -256.9% | +7.2% |
| All | +820.5% | +9,477.7% | -8,657.2% | +35.4% |
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