+1,036.2%
XLE vs AME
+9,625.6%
-8,589.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +1.0% | +1.2% |
| 7D | +4.4% | +8.1% | -3.7% | +0.3% |
| 30D | -4.3% | -3.8% | -0.5% | -2.7% |
| 3M | +6.0% | -6.6% | +12.7% | +9.1% |
| 6M | +13.2% | +4.6% | +8.7% | +9.1% |
| YTD | +46.7% | +17.9% | +28.8% | +31.4% |
| 1Y | +46.6% | +23.2% | +23.4% | +28.2% |
| 3Y | +69.6% | +62.9% | +6.6% | +25.5% |
| 5Y | +166.5% | +77.5% | +89.0% | +85.4% |
| 10Y | +178.0% | +444.7% | -266.7% | +12.2% |
| All | +1,036.2% | +9,625.6% | -8,589.4% | +101.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling