+252.4%
XLI vs AMC
-98.9%
+351.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.4% |
| 7D | +1.0% | -0.8% | +1.8% | +1.0% |
| 30D | -5.8% | -1.2% | -4.7% | -5.8% |
| 3M | +0.7% | +42.2% | -41.5% | -0.4% |
| 6M | +3.2% | +118.8% | -115.6% | +0.8% |
| YTD | +13.0% | +64.1% | -51.1% | +11.0% |
| 1Y | +16.8% | -9.5% | +26.3% | +16.2% |
| 3Y | +72.4% | -64.3% | +136.8% | +72.5% |
| 5Y | +82.8% | -99.5% | +182.2% | +93.2% |
| 10Y | +252.4% | -98.9% | +351.4% | +235.6% |
| All | +252.4% | -98.9% | +351.4% | +235.6% |
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