+123.7%
XRT vs AME
+421.6%
-297.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -0.3% | +2.8% | -3.0% | -1.9% |
| 30D | -5.6% | -6.3% | +0.6% | -2.0% |
| 3M | +2.5% | +5.4% | -2.8% | -1.4% |
| 6M | +3.7% | +7.4% | -3.8% | -1.9% |
| YTD | +1.0% | +16.2% | -15.2% | -9.3% |
| 1Y | -1.2% | +26.8% | -28.0% | -16.5% |
| 3Y | +43.4% | +57.5% | -14.1% | +3.3% |
| 5Y | -0.7% | +84.8% | -85.6% | -35.7% |
| 10Y | +123.7% | +424.3% | -300.6% | -18.0% |
| All | +123.7% | +421.6% | -297.9% | -18.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling