+1,106.7%
XLY vs AME
+9,644.9%
-8,538.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.2% |
| 6M | -0.6% | +8.2% | -8.8% | -4.8% |
| YTD | -5.0% | +18.2% | -23.2% | -12.9% |
| 1Y | -4.1% | +26.7% | -30.8% | -15.2% |
| 3Y | +33.6% | +60.7% | -27.1% | +4.8% |
| 5Y | +28.7% | +91.6% | -62.9% | -6.7% |
| 10Y | +219.6% | +441.1% | -221.5% | +43.3% |
| All | +1,106.7% | +9,644.9% | -8,538.2% | +114.1% |
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