+59.3%
XLF vs AME
+77.7%
-18.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | +2.7% | +5.9% | -3.2% | -0.1% |
| 30D | +7.6% | -1.9% | +9.5% | +8.1% |
| 3M | +1.1% | -5.4% | +6.4% | +3.2% |
| 6M | +15.9% | +4.9% | +11.0% | +11.7% |
| YTD | +8.4% | +18.5% | -10.0% | -2.9% |
| 1Y | +12.5% | +25.5% | -13.0% | -2.5% |
| 3Y | +81.6% | +63.0% | +18.5% | +30.2% |
| All | +59.3% | +77.7% | -18.4% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling