+45.8%
AMZN vs XLE
+219.7%
-174.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.9% |
| 7D | +0.8% | 0.0% | +0.8% | +0.8% |
| 30D | -6.4% | +12.6% | -19.0% | -9.2% |
| 3M | +4.8% | +11.8% | -7.0% | +1.6% |
| 6M | +20.5% | +16.1% | +4.4% | +15.0% |
| YTD | +11.3% | +46.9% | -35.5% | -1.7% |
| 1Y | +9.0% | +53.3% | -44.3% | -5.3% |
| 3Y | +85.9% | +54.9% | +31.0% | +59.7% |
| 5Y | +45.8% | +225.7% | -179.9% | +4.4% |
| All | +45.8% | +219.7% | -174.0% | +4.4% |
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 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