+1,315.3%
AMAT vs XLE
+167.3%
+1,148.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.5% | +10.9% | +11.1% |
| 7D | -1.1% | -7.9% | +6.8% | +3.4% |
| 30D | -26.9% | -4.8% | -22.1% | -25.1% |
| 3M | -31.2% | +8.4% | -39.6% | -34.4% |
| 6M | -14.7% | +12.7% | -27.4% | -21.0% |
| YTD | +44.7% | +41.3% | +3.4% | +16.7% |
| 1Y | +62.0% | +42.3% | +19.7% | +29.8% |
| 3Y | +165.0% | +65.1% | +99.9% | +93.8% |
| 5Y | +147.1% | +150.2% | -3.1% | +36.7% |
| 10Y | +1,315.3% | +163.9% | +1,151.3% | +615.9% |
| All | +1,315.3% | +167.3% | +1,148.0% | +615.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 XLE 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