+80.9%
XLI vs AME
+83.9%
-3.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.1% |
| 7D | -0.6% | +1.3% | -1.9% | -1.4% |
| 30D | -6.9% | -6.6% | -0.4% | -3.0% |
| 3M | -1.9% | +3.0% | -4.9% | -3.9% |
| 6M | +1.0% | +5.3% | -4.3% | -2.4% |
| YTD | +11.3% | +15.4% | -4.1% | +1.5% |
| 1Y | +15.8% | +26.8% | -11.0% | -0.8% |
| 3Y | +69.8% | +56.5% | +13.3% | +23.8% |
| 5Y | +80.9% | +85.2% | -4.4% | +15.0% |
| All | +80.9% | +83.9% | -3.0% | +15.0% |
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