+54.6%
XLE vs AME
+50.7%
+3.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.1% |
| 7D | +2.2% | +0.6% | +1.6% | +2.1% |
| 30D | +11.8% | -6.7% | +18.5% | +13.2% |
| 3M | +9.8% | +4.1% | +5.8% | +8.5% |
| 6M | +15.6% | +1.6% | +14.0% | +14.8% |
| YTD | +45.3% | +16.1% | +29.1% | +37.7% |
| 1Y | +48.3% | +27.3% | +21.0% | +35.8% |
| All | +54.6% | +50.7% | +3.9% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling