+14,404.2%
ASML vs XLE
+986.3%
+13,417.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.0% | -6.4% | -7.8% |
| 7D | -19.0% | -10.3% | -8.7% | -14.2% |
| 30D | -25.9% | -3.3% | -22.6% | -24.8% |
| 3M | -19.1% | +8.2% | -27.2% | -22.8% |
| 6M | -5.7% | +5.0% | -10.8% | -9.6% |
| YTD | +27.6% | +40.6% | -13.0% | +3.1% |
| 1Y | +30.8% | +45.0% | -14.2% | +3.6% |
| 3Y | +116.2% | +56.3% | +59.9% | +62.2% |
| 5Y | +67.7% | +152.2% | -84.6% | -7.3% |
| 10Y | +1,355.3% | +173.0% | +1,182.3% | +596.8% |
| All | +14,404.2% | +986.3% | +13,417.9% | +2,641.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling