+163.9%
XLE vs AME
+465.0%
-301.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.7% | -2.0% |
| 7D | -7.9% | -1.5% | -6.4% | -7.2% |
| 30D | -4.8% | -4.2% | -0.7% | -2.8% |
| 3M | +8.4% | -5.9% | +14.3% | +11.5% |
| 6M | +12.7% | +2.8% | +9.9% | +8.6% |
| YTD | +41.3% | +16.6% | +24.7% | +23.6% |
| 1Y | +42.3% | +22.1% | +20.2% | +20.4% |
| 3Y | +65.1% | +64.7% | +0.4% | +9.1% |
| 5Y | +150.2% | +76.6% | +73.6% | +52.1% |
| 10Y | +163.9% | +443.9% | -280.0% | -17.4% |
| All | +163.9% | +465.0% | -301.1% | -17.4% |
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