+640.9%
XLU vs AME
+9,419.3%
-8,778.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -1.0% |
| 7D | +0.6% | +1.3% | -0.7% | +0.2% |
| 30D | -0.4% | -6.6% | +6.1% | +1.5% |
| 3M | -1.7% | +3.0% | -4.7% | -2.8% |
| 6M | -7.1% | +5.3% | -12.4% | -8.9% |
| YTD | +1.9% | +15.4% | -13.5% | -2.8% |
| 1Y | +6.1% | +26.8% | -20.7% | -1.9% |
| 3Y | +48.8% | +56.5% | -7.8% | +27.7% |
| 5Y | +43.8% | +85.2% | -41.5% | +16.6% |
| 10Y | +143.2% | +428.5% | -285.4% | +43.3% |
| All | +640.9% | +9,419.3% | -8,778.3% | +113.7% |
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