+135.4%
XLP vs AME
+438.4%
-303.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | +2.3% | -4.1% | +6.5% | +3.5% |
| 30D | +9.1% | -4.1% | +13.2% | +10.1% |
| 3M | +7.9% | -5.6% | +13.5% | +9.2% |
| 6M | +9.6% | +2.8% | +6.8% | +7.5% |
| YTD | +19.4% | +16.6% | +2.8% | +11.9% |
| 1Y | +22.4% | +21.1% | +1.3% | +13.1% |
| 3Y | +43.2% | +61.1% | -17.9% | +16.9% |
| 5Y | +42.6% | +76.6% | -34.0% | +10.9% |
| 10Y | +135.4% | +431.3% | -295.9% | +39.4% |
| All | +135.4% | +438.4% | -303.0% | +39.4% |
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