+9,522.7%
AMZN vs XLE
+1,022.5%
+8,500.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.2% |
| 7D | -3.0% | +2.2% | -5.2% | -3.8% |
| 30D | -5.2% | +11.8% | -17.0% | -9.2% |
| 3M | +1.9% | +9.8% | -8.0% | -2.1% |
| 6M | +19.2% | +15.6% | +3.6% | +11.5% |
| YTD | +12.0% | +45.3% | -33.3% | -4.5% |
| 1Y | +9.7% | +48.3% | -38.6% | -7.4% |
| 3Y | +87.2% | +55.4% | +31.7% | +53.3% |
| 5Y | +48.7% | +216.1% | -167.4% | -10.8% |
| 10Y | +569.3% | +178.4% | +390.9% | +288.2% |
| All | +9,522.7% | +1,022.5% | +8,500.2% | +2,819.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling