+139.9%
XLC vs AME
+236.8%
-97.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | -1.4% | +1.3% | -2.7% | -2.1% |
| 30D | -0.9% | -6.6% | +5.7% | +2.3% |
| 3M | -0.3% | +3.0% | -3.3% | -2.4% |
| 6M | -5.2% | +5.3% | -10.5% | -8.6% |
| YTD | -5.3% | +15.4% | -20.7% | -13.2% |
| 1Y | -2.8% | +26.8% | -29.6% | -15.6% |
| 3Y | +71.2% | +56.5% | +14.7% | +30.0% |
| 5Y | +37.6% | +85.2% | -47.7% | -5.8% |
| All | +139.9% | +236.8% | -97.0% | +12.6% |
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 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