+0.3%
XRT vs AME
+82.5%
-82.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.1% |
| 7D | +0.8% | +0.6% | +0.2% | +0.4% |
| 30D | -4.2% | -6.7% | +2.5% | -0.1% |
| 3M | +5.1% | +4.1% | +1.0% | +1.7% |
| 6M | +2.4% | +1.6% | +0.8% | +0.3% |
| YTD | +3.2% | +16.1% | -12.9% | -8.0% |
| 1Y | +1.5% | +27.3% | -25.8% | -15.5% |
| 3Y | +40.6% | +50.9% | -10.3% | +0.1% |
| All | +0.3% | +82.5% | -82.2% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling