+1,323.9%
ASML vs XLE
+169.9%
+1,154.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.0% | -6.4% | -8.1% |
| 7D | -19.0% | -10.3% | -8.7% | -15.4% |
| 30D | -25.9% | -3.3% | -22.6% | -25.0% |
| 3M | -19.1% | +8.2% | -27.2% | -21.9% |
| 6M | -5.7% | +5.0% | -10.8% | -8.7% |
| YTD | +27.6% | +40.6% | -13.0% | +7.7% |
| 1Y | +30.8% | +45.0% | -14.2% | +8.6% |
| 3Y | +116.2% | +56.3% | +59.9% | +72.1% |
| 5Y | +67.7% | +152.2% | -84.6% | +5.4% |
| All | +1,323.9% | +169.9% | +1,154.0% | +765.0% |
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