+1,587.5%
AMAT vs XLE
+177.7%
+1,409.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.8% |
| 7D | -1.5% | +2.2% | -3.7% | -2.7% |
| 30D | -14.8% | +11.8% | -26.6% | -19.9% |
| 3M | -9.3% | +9.8% | -19.1% | -14.3% |
| 6M | +27.4% | +15.6% | +11.8% | +15.7% |
| YTD | +77.6% | +45.3% | +32.3% | +41.6% |
| 1Y | +188.9% | +48.3% | +140.6% | +126.8% |
| 3Y | +202.3% | +55.4% | +146.9% | +128.6% |
| 5Y | +248.9% | +216.1% | +32.8% | +68.2% |
| All | +1,587.5% | +177.7% | +1,409.8% | +722.4% |
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