+172.3%
XLE vs AME
+439.0%
-266.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.5% |
| 7D | -0.2% | +1.1% | -1.3% | -1.0% |
| 30D | -4.0% | -4.1% | +0.1% | -2.0% |
| 3M | +4.6% | -6.3% | +11.0% | +8.0% |
| 6M | +12.3% | +3.5% | +8.8% | +7.8% |
| YTD | +44.5% | +17.3% | +27.3% | +26.0% |
| 1Y | +42.4% | +22.0% | +20.4% | +20.7% |
| 3Y | +67.0% | +62.0% | +5.0% | +11.9% |
| 5Y | +161.9% | +78.5% | +83.4% | +58.1% |
| All | +172.3% | +439.0% | -266.7% | -13.9% |
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