+33.6%
XLY vs AME
+59.6%
-26.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | -0.6% |
| 7D | -1.7% | +1.7% | -3.4% | -2.5% |
| 30D | -4.2% | -6.4% | +2.3% | -1.3% |
| 3M | -2.7% | +7.1% | -9.8% | -6.4% |
| 6M | -0.6% | +8.2% | -8.8% | -5.2% |
| YTD | -5.0% | +18.2% | -23.2% | -13.7% |
| 1Y | -4.1% | +26.7% | -30.8% | -16.1% |
| 3Y | +33.6% | +60.7% | -27.1% | -1.4% |
| All | +33.6% | +59.6% | -26.0% | -1.4% |
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