+1,117.4%
XLI vs AME
+9,477.7%
-8,360.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.4% |
| 7D | -1.1% | +0.6% | -1.7% | -1.4% |
| 30D | -5.9% | -6.7% | +0.7% | -2.6% |
| 3M | -0.3% | +4.1% | -4.3% | -2.4% |
| 6M | +0.1% | +1.6% | -1.5% | -0.8% |
| YTD | +13.6% | +16.1% | -2.6% | +4.9% |
| 1Y | +17.2% | +27.3% | -10.1% | +2.9% |
| 3Y | +68.2% | +50.9% | +17.3% | +33.9% |
| 5Y | +80.7% | +81.4% | -0.7% | +30.6% |
| 10Y | +253.3% | +417.0% | -163.7% | +53.7% |
| All | +1,117.4% | +9,477.7% | -8,360.3% | +91.9% |
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