+135.9%
XLU vs AME
+445.1%
-309.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -1.4% |
| 7D | -1.6% | +1.7% | -3.3% | -2.2% |
| 30D | -3.3% | -6.4% | +3.1% | -1.1% |
| 3M | -3.2% | +7.1% | -10.2% | -5.7% |
| 6M | -7.0% | +8.2% | -15.1% | -10.0% |
| YTD | +0.6% | +18.2% | -17.5% | -5.9% |
| 1Y | +2.4% | +26.7% | -24.3% | -6.9% |
| 3Y | +46.3% | +60.7% | -14.4% | +19.2% |
| 5Y | +44.0% | +91.6% | -47.6% | +8.0% |
| All | +135.9% | +445.1% | -309.2% | +52.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling