+72.3%
XLC vs AME
+55.3%
+17.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +0.6% | +2.8% | -2.2% | -0.2% |
| 30D | +0.2% | -6.3% | +6.5% | +2.1% |
| 3M | +0.6% | +5.4% | -4.7% | -1.5% |
| 6M | -4.5% | +7.4% | -11.9% | -7.5% |
| YTD | -4.7% | +16.2% | -20.9% | -10.4% |
| 1Y | -1.7% | +26.8% | -28.5% | -10.7% |
| 3Y | +72.3% | +57.5% | +14.8% | +38.0% |
| All | +72.3% | +55.3% | +17.0% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling