+48.6%
AMZN vs XLE
+150.1%
-101.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +7.9% | -12.0% | +19.9% | +11.0% |
| 30D | -0.2% | -2.7% | +2.5% | 0.0% |
| 3M | -4.8% | +6.6% | -11.3% | -6.9% |
| 6M | -5.7% | +9.5% | -15.2% | -8.8% |
| YTD | +12.3% | +40.6% | -28.2% | -0.6% |
| 1Y | +6.7% | +43.6% | -36.9% | -6.4% |
| 3Y | +85.6% | +58.1% | +27.5% | +56.7% |
| All | +48.6% | +150.1% | -101.4% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling