+81.6%
XLF vs AME
+64.2%
+17.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +2.7% | +5.9% | -3.2% | +0.7% |
| 30D | +7.6% | -1.9% | +9.5% | +8.0% |
| 3M | +1.1% | -5.4% | +6.4% | +2.7% |
| 6M | +15.9% | +4.9% | +11.0% | +12.8% |
| YTD | +8.4% | +18.5% | -10.0% | -0.3% |
| 1Y | +12.5% | +25.5% | -13.0% | +0.8% |
| 3Y | +81.6% | +63.0% | +18.5% | +45.5% |
| All | +81.6% | +64.2% | +17.3% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling