+1,080.1%
XLI vs AME
+9,625.6%
-8,545.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.2% |
| 7D | +4.3% | +8.1% | -3.8% | +0.2% |
| 30D | +0.5% | -3.8% | +4.2% | +2.3% |
| 3M | -8.6% | -6.6% | -2.0% | -5.6% |
| 6M | -2.3% | +4.6% | -6.9% | -4.9% |
| YTD | +10.1% | +17.9% | -7.8% | +0.6% |
| 1Y | +11.0% | +23.2% | -12.2% | -0.8% |
| 3Y | +72.3% | +62.9% | +9.4% | +31.5% |
| 5Y | +70.8% | +77.5% | -6.7% | +24.6% |
| 10Y | +228.7% | +444.7% | -215.9% | +39.2% |
| All | +1,080.1% | +9,625.6% | -8,545.5% | +84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling