+513.3%
XRT vs AME
+1,890.7%
-1,377.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.2% |
| 3M | +5.1% | +4.1% | +1.0% | +1.9% |
| 6M | +2.4% | +1.6% | +0.8% | +0.4% |
| YTD | +3.2% | +16.1% | -12.9% | -7.2% |
| 1Y | +1.5% | +27.3% | -25.8% | -14.3% |
| 3Y | +40.6% | +50.9% | -10.3% | +4.9% |
| 5Y | -1.0% | +81.4% | -82.4% | -34.1% |
| 10Y | +128.4% | +417.0% | -288.5% | -24.0% |
| All | +513.3% | +1,890.7% | -1,377.4% | -20.9% |
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