+101.4%
XLP vs AME
+416.5%
-315.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.3% |
| 7D | -1.0% | +0.6% | -1.6% | -1.2% |
| 30D | -0.9% | -6.7% | +5.8% | +1.2% |
| 3M | +3.8% | +4.1% | -0.3% | +2.0% |
| 6M | -1.7% | +1.6% | -3.3% | -2.9% |
| YTD | +10.3% | +16.1% | -5.9% | +4.0% |
| 1Y | +7.8% | +27.3% | -19.5% | -1.7% |
| 3Y | +27.2% | +50.9% | -23.7% | +7.1% |
| 5Y | +32.5% | +81.4% | -48.8% | +2.7% |
| All | +101.4% | +416.5% | -315.2% | +21.8% |
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