+148.7%
XLK vs AME
+89.9%
+58.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -1.9% | -0.9% |
| 7D | +0.2% | +1.7% | -1.5% | -1.0% |
| 30D | -0.6% | -6.4% | +5.8% | +3.8% |
| 3M | +2.6% | +7.1% | -4.5% | -2.0% |
| 6M | +34.0% | +8.2% | +25.8% | +26.5% |
| YTD | +30.7% | +18.2% | +12.5% | +15.6% |
| 1Y | +39.2% | +26.7% | +12.5% | +16.8% |
| 3Y | +120.4% | +60.7% | +59.7% | +49.8% |
| All | +148.7% | +89.9% | +58.9% | +42.1% |
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 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