+5.9%
AMZN vs XLE
+53.7%
-47.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.6% |
| 7D | -1.0% | +0.3% | -1.3% | -0.9% |
| 30D | -9.2% | +8.5% | -17.8% | -7.4% |
| 3M | +3.4% | +14.6% | -11.3% | +7.2% |
| 6M | +18.2% | +17.6% | +0.7% | +22.1% |
| YTD | +9.3% | +48.1% | -38.7% | +11.6% |
| 1Y | +5.9% | +53.8% | -47.8% | +7.8% |
| All | +5.9% | +53.7% | -47.8% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling