+64.3%
XLF vs AME
+89.9%
-25.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | -1.0% |
| 7D | -1.5% | +1.7% | -3.2% | -2.3% |
| 30D | -1.2% | -6.4% | +5.3% | +2.1% |
| 3M | +9.2% | +7.1% | +2.1% | +4.8% |
| 6M | +16.3% | +8.2% | +8.2% | +10.5% |
| YTD | +5.4% | +18.2% | -12.7% | -4.9% |
| 1Y | +7.6% | +26.7% | -19.1% | -7.0% |
| 3Y | +74.2% | +60.7% | +13.5% | +27.1% |
| All | +64.3% | +89.9% | -25.6% | +3.7% |
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 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