+1,644.6%
ASML vs XLE
+177.7%
+1,466.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.0% | +4.5% |
| 7D | +1.1% | +2.2% | -1.1% | +0.2% |
| 30D | +2.2% | +11.8% | -9.6% | -2.5% |
| 3M | -2.3% | +9.8% | -12.1% | -6.4% |
| 6M | +23.0% | +15.6% | +7.4% | +14.0% |
| YTD | +61.1% | +45.3% | +15.8% | +34.5% |
| 1Y | +129.1% | +48.3% | +80.8% | +88.9% |
| 3Y | +165.4% | +55.4% | +109.9% | +111.9% |
| 5Y | +109.5% | +216.1% | -106.6% | +18.7% |
| All | +1,644.6% | +177.7% | +1,466.9% | +933.9% |
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