+246.5%
XLF vs AME
+427.9%
-181.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | +0.2% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | -1.6% | -8.6% | +7.0% | +4.1% |
| 3M | +9.3% | +5.8% | +3.5% | +4.6% |
| 6M | +14.6% | +3.8% | +10.8% | +10.3% |
| YTD | +4.7% | +14.4% | -9.7% | -5.9% |
| 1Y | +8.6% | +25.8% | -17.1% | -8.9% |
| 3Y | +73.9% | +55.2% | +18.7% | +22.3% |
| 5Y | +65.0% | +85.5% | -20.5% | +0.3% |
| All | +246.5% | +427.9% | -181.3% | +4.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling