+73.6%
XLF vs AME
+55.9%
+17.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -1.0% | +1.3% | -2.4% | -1.5% |
| 30D | -1.3% | -6.6% | +5.3% | +1.2% |
| 3M | +9.1% | +3.0% | +6.2% | +7.4% |
| 6M | +14.4% | +5.3% | +9.1% | +11.1% |
| YTD | +5.1% | +15.4% | -10.4% | -2.1% |
| 1Y | +8.6% | +26.8% | -18.2% | -3.1% |
| All | +73.6% | +55.9% | +17.7% | +38.1% |
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