+174.3%
XLE vs AMT
+96.2%
+78.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | +2.2% | -0.2% | +2.4% | +2.2% |
| 30D | +11.8% | +4.6% | +7.1% | +10.5% |
| 3M | +9.8% | -8.4% | +18.3% | +11.9% |
| 6M | +15.6% | -6.0% | +21.6% | +16.7% |
| YTD | +45.3% | +2.1% | +43.1% | +43.4% |
| 1Y | +48.3% | -6.4% | +54.7% | +49.4% |
| 3Y | +55.4% | +8.1% | +47.4% | +46.2% |
| 5Y | +216.1% | -31.9% | +248.0% | +239.2% |
| All | +174.3% | +96.2% | +78.0% | +143.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 10y: compounded portfolio wealth divided by compounded AMT 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…
10y analysis · Full analysis span regression · 6 months rolling