+46.6%
ASML vs XLE
+41.9%
+4.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.5% | +5.7% | +6.4% |
| 7D | -0.8% | -7.9% | +7.1% | -3.6% |
| 30D | -14.9% | -4.8% | -10.1% | -15.9% |
| 3M | -13.0% | +8.4% | -21.3% | -8.8% |
| 6M | -4.7% | +12.7% | -17.4% | +2.5% |
| YTD | +42.3% | +41.3% | +1.0% | +49.2% |
| All | +46.6% | +41.9% | +4.6% | +55.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling