+42.0%
XLP vs AME
+66.2%
-24.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.5% | -3.8% | -1.8% |
| 7D | +0.7% | -5.2% | +5.9% | +1.6% |
| 30D | +10.3% | -8.0% | +18.3% | +11.8% |
| 3M | +6.5% | -8.9% | +15.4% | +8.1% |
| 6M | +8.4% | -5.0% | +13.4% | +8.8% |
| YTD | +18.2% | +11.9% | +6.3% | +13.4% |
| 1Y | +22.4% | +16.6% | +5.8% | +16.1% |
| 3Y | +41.9% | +62.5% | -20.6% | +17.2% |
| All | +42.0% | +66.2% | -24.2% | +11.5% |
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