+34.9%
XLV vs AMC
-99.5%
+134.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.5% |
| 7D | -4.4% | -7.1% | +2.7% | -4.2% |
| 30D | -1.4% | -1.7% | +0.3% | -1.4% |
| 3M | +8.9% | +13.5% | -4.6% | +8.2% |
| 6M | +9.1% | +112.6% | -103.5% | +6.7% |
| YTD | +7.9% | +51.3% | -43.4% | +6.3% |
| 1Y | +22.7% | -14.5% | +37.2% | +22.2% |
| 3Y | +31.9% | -67.1% | +99.0% | +32.3% |
| 5Y | +34.9% | -99.5% | +134.4% | +45.3% |
| All | +34.9% | -99.5% | +134.4% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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