+64.1%
XLI vs AMC
-99.3%
+163.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | 0.0% |
| 7D | -2.8% | +2.6% | -5.4% | -2.9% |
| 30D | -3.1% | +9.0% | -12.1% | -3.5% |
| 3M | -11.7% | +22.2% | -33.9% | -12.6% |
| 6M | -7.6% | +91.5% | -99.0% | -11.0% |
| YTD | +5.7% | +101.3% | -95.6% | +1.2% |
| 1Y | +7.8% | +20.8% | -12.9% | +5.4% |
| 3Y | +67.4% | -71.3% | +138.7% | +70.4% |
| All | +64.1% | -99.3% | +163.4% | +92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling