+1,557.1%
ASML vs XLE
+181.7%
+1,375.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.5% |
| 7D | +4.9% | +5.4% | -0.5% | +2.7% |
| 30D | -9.3% | -3.9% | -5.3% | -7.8% |
| 3M | -19.0% | +7.0% | -26.0% | -21.5% |
| 6M | -5.2% | +14.2% | -19.4% | -11.1% |
| YTD | +40.6% | +48.2% | -7.6% | +16.2% |
| 1Y | +47.5% | +47.7% | -0.2% | +21.8% |
| 3Y | +133.9% | +70.0% | +63.9% | +79.7% |
| 5Y | +83.8% | +169.1% | -85.4% | +12.4% |
| All | +1,557.1% | +181.7% | +1,375.4% | +888.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling