+167.2%
XLE vs AMT
+113.8%
+53.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.6% |
| 7D | -12.0% | +0.5% | -12.5% | -12.2% |
| 30D | -2.7% | +13.6% | -16.4% | -5.7% |
| 3M | +6.6% | +11.5% | -4.9% | +3.6% |
| 6M | +9.5% | +6.9% | +2.6% | +7.2% |
| YTD | +40.6% | +10.8% | +29.7% | +35.9% |
| 1Y | +43.6% | +10.3% | +33.3% | +38.9% |
| 3Y | +58.1% | +12.4% | +45.7% | +47.9% |
| 5Y | +152.2% | -20.1% | +172.3% | +157.8% |
| All | +167.2% | +113.8% | +53.4% | +137.2% |
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