+41.6%
XLE vs AME
+21.9%
+19.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -6.7% | -4.1% | -2.6% | -7.3% |
| 30D | -4.4% | -4.1% | -0.3% | -4.9% |
| 3M | +4.0% | -5.6% | +9.6% | +3.1% |
| 6M | +13.2% | +2.8% | +10.3% | +14.6% |
| YTD | +41.9% | +16.6% | +25.3% | +43.3% |
| 1Y | +41.6% | +21.1% | +20.5% | +42.5% |
| All | +41.6% | +21.9% | +19.7% | +42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling