+235.2%
XLI vs AMC
-98.6%
+333.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.3% | -4.5% | +3.6% |
| 7D | -0.5% | +6.6% | -7.1% | -0.6% |
| 30D | -0.2% | +14.1% | -14.3% | -0.5% |
| 3M | -8.6% | +31.3% | -39.8% | -9.2% |
| 6M | -2.0% | +126.7% | -128.7% | -4.3% |
| YTD | +9.7% | +117.9% | -108.2% | +7.1% |
| 1Y | +11.4% | +41.1% | -29.7% | +9.7% |
| 3Y | +74.2% | -61.0% | +135.2% | +73.9% |
| 5Y | +70.0% | -99.1% | +169.1% | +77.9% |
| 10Y | +235.2% | -98.7% | +333.9% | +216.5% |
| All | +235.2% | -98.6% | +333.9% | +216.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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