+1,162.1%
AMAT vs XLE
+169.9%
+992.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | -14.7% | -12.0% | -2.7% | -8.8% |
| 30D | -36.1% | -2.7% | -33.4% | -35.3% |
| 3M | -36.9% | +6.6% | -43.4% | -39.3% |
| 6M | -22.2% | +9.5% | -31.7% | -26.8% |
| YTD | +29.9% | +40.6% | -10.6% | +5.0% |
| 1Y | +43.3% | +43.6% | -0.3% | +14.1% |
| 3Y | +142.7% | +58.1% | +84.6% | +81.7% |
| 5Y | +126.2% | +152.2% | -26.0% | +24.5% |
| All | +1,162.1% | +169.9% | +992.2% | +541.9% |
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