+41.0%
XLE vs AME
+21.9%
+19.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.7% | +0.9% |
| 7D | -7.9% | -1.5% | -6.4% | -8.0% |
| 30D | -4.8% | -4.2% | -0.7% | -5.3% |
| 3M | +8.4% | -5.9% | +14.3% | +7.4% |
| 6M | +12.7% | +2.8% | +9.9% | +14.1% |
| YTD | +41.3% | +16.6% | +24.7% | +42.7% |
| All | +41.0% | +21.9% | +19.2% | +41.9% |
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 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