+816.1%
XLB vs AME
+9,126.5%
-8,310.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.3% | -2.1% |
| 7D | -1.5% | -5.2% | +3.7% | +1.0% |
| 30D | +6.1% | -8.0% | +14.1% | +10.3% |
| 3M | 0.0% | -8.9% | +8.9% | +4.3% |
| 6M | 0.0% | -5.0% | +4.9% | +1.7% |
| YTD | +16.0% | +11.9% | +4.1% | +7.9% |
| 1Y | +24.7% | +16.6% | +8.1% | +13.5% |
| 3Y | +40.4% | +62.5% | -22.1% | +5.0% |
| 5Y | +30.7% | +67.6% | -36.9% | -4.0% |
| 10Y | +173.3% | +450.4% | -277.1% | +8.8% |
| All | +816.1% | +9,126.5% | -8,310.4% | +36.6% |
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