+42.8%
XLP vs AME
+76.7%
-33.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.3% | +0.1% |
| 7D | +0.1% | -1.5% | +1.6% | +0.2% |
| 30D | +8.9% | -4.2% | +13.1% | +9.6% |
| 3M | +7.5% | -5.9% | +13.4% | +8.5% |
| 6M | +9.4% | +2.8% | +6.6% | +7.9% |
| YTD | +19.3% | +16.6% | +2.7% | +13.5% |
| 1Y | +21.7% | +22.1% | -0.4% | +14.4% |
| 3Y | +44.0% | +64.7% | -20.7% | +19.3% |
| 5Y | +42.8% | +76.6% | -33.8% | +11.2% |
| All | +42.8% | +76.7% | -33.9% | +11.2% |
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 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