+135.8%
XLC vs AME
+242.2%
-106.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | +3.5% | +1.1% | +2.4% | +2.8% |
| 30D | -2.6% | -4.1% | +1.5% | -1.0% |
| 3M | -2.1% | -6.3% | +4.3% | +0.3% |
| 6M | -5.5% | +3.5% | -9.0% | -8.4% |
| YTD | -6.9% | +17.3% | -24.2% | -15.9% |
| 1Y | -3.7% | +22.0% | -25.7% | -14.9% |
| 3Y | +64.2% | +62.0% | +2.2% | +21.6% |
| 5Y | +43.0% | +78.5% | -35.5% | -0.6% |
| All | +135.8% | +242.2% | -106.4% | +9.1% |
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