+67.7%
ASML vs XLE
+152.1%
-84.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.0% | -6.4% | -8.4% |
| 7D | -19.0% | -10.3% | -8.7% | -16.1% |
| 30D | -25.9% | -3.3% | -22.6% | -25.2% |
| 3M | -19.1% | +8.2% | -27.2% | -21.4% |
| 6M | -5.7% | +5.0% | -10.8% | -8.0% |
| YTD | +27.6% | +40.6% | -13.0% | +9.1% |
| 1Y | +30.8% | +45.0% | -14.2% | +10.0% |
| 3Y | +116.2% | +56.3% | +59.9% | +74.4% |
| 5Y | +67.7% | +152.2% | -84.6% | +17.0% |
| All | +67.7% | +152.1% | -84.4% | +17.0% |
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 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