+250.2%
XLI vs AME
+427.9%
-177.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.1% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -8.2% | -8.6% | +0.4% | -2.4% |
| 3M | +0.8% | +5.8% | -5.0% | -3.2% |
| 6M | +0.8% | +3.8% | -3.0% | -2.0% |
| YTD | +10.5% | +14.4% | -3.9% | +0.3% |
| 1Y | +14.1% | +25.8% | -11.6% | -3.3% |
| 3Y | +68.6% | +55.2% | +13.4% | +20.6% |
| 5Y | +80.4% | +85.5% | -5.1% | +12.3% |
| All | +250.2% | +427.9% | -177.7% | +19.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling