+87.0%
AMZN vs XLE
+71.0%
+16.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.4% |
| 7D | +2.8% | +5.4% | -2.6% | +2.0% |
| 30D | +5.0% | -3.9% | +8.9% | +5.4% |
| 3M | +0.6% | +7.0% | -6.4% | -1.3% |
| 6M | -1.3% | +14.2% | -15.5% | -4.8% |
| YTD | +15.5% | +48.2% | -32.6% | -0.4% |
| 1Y | +12.2% | +47.7% | -35.4% | -3.2% |
| 3Y | +87.0% | +70.0% | +17.0% | +55.7% |
| All | +87.0% | +71.0% | +16.1% | +55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling