+108.6%
ASML vs XLE
+217.6%
-109.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.0% | +4.4% |
| 7D | +1.1% | +2.2% | -1.1% | +0.4% |
| 30D | +2.2% | +11.8% | -9.6% | -1.5% |
| 3M | -2.3% | +9.8% | -12.1% | -5.4% |
| 6M | +23.0% | +15.6% | +7.4% | +15.6% |
| YTD | +61.1% | +45.3% | +15.8% | +37.6% |
| 1Y | +129.1% | +48.3% | +80.8% | +93.5% |
| 3Y | +165.4% | +55.4% | +109.9% | +117.5% |
| All | +108.6% | +217.6% | -109.0% | +51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling