+37.8%
XLC vs AME
+85.0%
-47.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +0.6% | +2.8% | -2.2% | -0.7% |
| 30D | +0.2% | -6.3% | +6.5% | +3.1% |
| 3M | +0.6% | +5.4% | -4.7% | -2.5% |
| 6M | -4.5% | +7.4% | -11.9% | -8.8% |
| YTD | -4.7% | +16.2% | -20.9% | -12.9% |
| 1Y | -1.7% | +26.8% | -28.5% | -14.5% |
| 3Y | +72.3% | +57.5% | +14.8% | +27.5% |
| 5Y | +37.8% | +84.8% | -47.1% | -11.5% |
| All | +37.8% | +85.0% | -47.3% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling