+1,075.5%
XLI vs AME
+9,668.8%
-8,593.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | +3.8% | +5.9% | -2.1% | +0.7% |
| 30D | +1.0% | -1.9% | +3.0% | +1.8% |
| 3M | -8.9% | -5.4% | -3.5% | -6.6% |
| 6M | -2.3% | +4.9% | -7.2% | -5.0% |
| YTD | +9.7% | +18.5% | -8.8% | 0.0% |
| 1Y | +12.3% | +25.5% | -13.2% | -0.6% |
| 3Y | +71.5% | +63.0% | +8.4% | +30.9% |
| 5Y | +70.2% | +78.3% | -8.1% | +23.8% |
| 10Y | +227.5% | +447.1% | -219.6% | +38.4% |
| All | +1,075.5% | +9,668.8% | -8,593.3% | +82.9% |
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