+166.9%
XLE vs AME
+77.7%
+89.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.5% | +0.9% |
| 7D | +5.4% | +5.9% | -0.5% | +3.7% |
| 30D | -3.9% | -1.9% | -2.0% | -3.6% |
| 3M | +7.0% | -5.4% | +12.4% | +8.5% |
| 6M | +14.2% | +4.9% | +9.3% | +11.7% |
| YTD | +48.2% | +18.5% | +29.7% | +37.3% |
| 1Y | +47.7% | +25.5% | +22.2% | +33.6% |
| 3Y | +70.0% | +63.0% | +7.0% | +35.2% |
| All | +166.9% | +77.7% | +89.2% | +90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling