+561.3%
XLP vs AME
+8,897.3%
-8,336.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.9% | +5.2% | +0.6% |
| 7D | +3.5% | -11.4% | +14.9% | +6.3% |
| 30D | +11.6% | -12.1% | +23.7% | +14.7% |
| 3M | +7.6% | -12.3% | +20.0% | +10.6% |
| 6M | +10.0% | -4.6% | +14.7% | +10.5% |
| YTD | +19.7% | +9.1% | +10.6% | +16.1% |
| 1Y | +23.5% | +13.3% | +10.2% | +18.6% |
| 3Y | +44.0% | +58.2% | -14.2% | +25.9% |
| 5Y | +42.7% | +63.4% | -20.7% | +23.1% |
| 10Y | +131.3% | +436.7% | -305.4% | +50.2% |
| All | +561.3% | +8,897.3% | -8,336.0% | +188.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling