+167.2%
XLE vs AME
+442.8%
-275.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.6% | -1.5% |
| 7D | -12.0% | -5.2% | -6.8% | -9.3% |
| 30D | -2.7% | -8.0% | +5.3% | +1.9% |
| 3M | +6.6% | -8.9% | +15.5% | +11.8% |
| 6M | +9.5% | -5.0% | +14.5% | +11.0% |
| YTD | +40.6% | +11.9% | +28.7% | +26.1% |
| 1Y | +43.6% | +16.6% | +27.0% | +25.1% |
| 3Y | +58.1% | +62.5% | -4.4% | +5.0% |
| 5Y | +152.2% | +67.6% | +84.6% | +58.8% |
| All | +167.2% | +442.8% | -275.6% | -15.9% |
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