+508.9%
XLP vs AME
+9,477.7%
-8,968.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.2% |
| 7D | -1.0% | +0.6% | -1.6% | -1.2% |
| 30D | -0.9% | -6.7% | +5.8% | +0.7% |
| 3M | +3.8% | +4.1% | -0.3% | +2.5% |
| 6M | -1.7% | +1.6% | -3.3% | -2.6% |
| YTD | +10.3% | +16.1% | -5.9% | +5.7% |
| 1Y | +7.8% | +27.3% | -19.5% | +0.9% |
| 3Y | +27.2% | +50.9% | -23.7% | +12.9% |
| 5Y | +32.5% | +81.4% | -48.8% | +11.8% |
| 10Y | +101.8% | +417.0% | -315.2% | +32.2% |
| All | +508.9% | +9,477.7% | -8,968.7% | +162.3% |
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 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