+42.7%
XLP vs AME
+79.2%
-36.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -0.2% | +8.1% | -8.3% | -1.7% |
| 30D | +8.2% | -3.8% | +11.9% | +8.7% |
| 3M | +7.7% | -6.6% | +14.4% | +9.0% |
| 6M | +9.3% | +4.6% | +4.7% | +7.4% |
| YTD | +19.5% | +17.9% | +1.5% | +13.5% |
| 1Y | +21.0% | +23.2% | -2.2% | +13.5% |
| 3Y | +43.2% | +62.9% | -19.7% | +19.6% |
| 5Y | +42.7% | +77.5% | -34.8% | +11.3% |
| All | +42.7% | +79.2% | -36.5% | +11.3% |
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