+30.8%
XLV vs AME
+59.6%
-28.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.4% | -0.8% |
| 7D | -3.6% | +1.7% | -5.3% | -3.9% |
| 30D | -1.8% | -6.4% | +4.6% | -0.5% |
| 3M | +7.8% | +7.1% | +0.7% | +5.8% |
| 6M | +9.1% | +8.2% | +0.9% | +6.6% |
| YTD | +7.7% | +18.2% | -10.4% | +3.0% |
| 1Y | +20.4% | +26.7% | -6.3% | +13.2% |
| 3Y | +30.8% | +60.7% | -29.9% | +13.8% |
| All | +30.8% | +59.6% | -28.9% | +13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling