-3.7%
XLC vs AME
+22.0%
-25.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | +3.5% | +1.1% | +2.4% | +3.3% |
| 30D | -2.6% | -4.1% | +1.5% | -2.3% |
| 3M | -2.1% | -6.3% | +4.3% | -1.5% |
| 6M | -5.5% | +3.5% | -9.0% | -6.7% |
| YTD | -6.9% | +17.3% | -24.2% | -12.1% |
| 1Y | -3.7% | +22.0% | -25.7% | -10.7% |
| All | -3.7% | +22.0% | -25.7% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling