+889.2%
XLV vs AME
+9,644.9%
-8,755.7%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.4% | -1.2% |
| 7D | -3.6% | +1.7% | -5.3% | -4.1% |
| 30D | -1.8% | -6.4% | +4.6% | +0.2% |
| 3M | +7.8% | +7.1% | +0.7% | +5.0% |
| 6M | +9.1% | +8.2% | +0.9% | +5.7% |
| YTD | +7.7% | +18.2% | -10.4% | +1.3% |
| 1Y | +20.4% | +26.7% | -6.3% | +10.4% |
| 3Y | +30.8% | +60.7% | -29.9% | +9.4% |
| 5Y | +34.6% | +91.6% | -56.9% | +5.5% |
| 10Y | +173.4% | +441.1% | -267.7% | +52.2% |
| All | +889.2% | +9,644.9% | -8,755.7% | +178.8% |
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 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