+20.7%
XLK vs AME
+21.1%
-0.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +2.7% |
| 7D | -7.6% | -4.4% | -3.1% | -5.1% |
| 30D | -12.2% | -5.9% | -6.3% | -9.0% |
| 3M | -5.5% | -6.5% | +1.1% | -1.7% |
| 6M | +9.2% | +3.2% | +6.0% | +7.3% |
| YTD | +23.0% | +16.0% | +7.0% | +11.0% |
| 1Y | +20.7% | +20.4% | +0.3% | +6.5% |
| All | +20.7% | +21.1% | -0.4% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling