+124.6%
XLP vs AME
+442.8%
-318.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.5% | -3.8% | -2.0% |
| 7D | +0.7% | -5.2% | +5.9% | +2.1% |
| 30D | +10.3% | -8.0% | +18.3% | +12.6% |
| 3M | +6.5% | -8.9% | +15.4% | +9.0% |
| 6M | +8.4% | -5.0% | +13.4% | +9.0% |
| YTD | +18.2% | +11.9% | +6.3% | +12.2% |
| 1Y | +22.4% | +16.6% | +5.8% | +14.5% |
| 3Y | +41.9% | +62.5% | -20.6% | +15.2% |
| 5Y | +40.9% | +67.6% | -26.7% | +11.7% |
| All | +124.6% | +442.8% | -318.2% | +42.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling