+1,024.7%
XLE vs AME
+9,477.7%
-8,453.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.6% |
| 7D | +2.2% | +0.6% | +1.6% | +1.8% |
| 30D | +11.8% | -6.7% | +18.5% | +15.5% |
| 3M | +9.8% | +4.1% | +5.8% | +6.8% |
| 6M | +15.6% | +1.6% | +14.0% | +12.6% |
| YTD | +45.3% | +16.1% | +29.1% | +31.8% |
| 1Y | +48.3% | +27.3% | +21.0% | +27.6% |
| 3Y | +55.4% | +50.9% | +4.6% | +20.1% |
| 5Y | +216.1% | +81.4% | +134.7% | +118.0% |
| 10Y | +178.4% | +417.0% | -238.6% | +15.7% |
| All | +1,024.7% | +9,477.7% | -8,453.0% | +101.5% |
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 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