+18,210.0%
ASML vs XLE
+1,022.5%
+17,187.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.0% | +4.6% |
| 7D | +1.1% | +2.2% | -1.1% | -0.1% |
| 30D | +2.2% | +11.8% | -9.6% | -3.9% |
| 3M | -2.3% | +9.8% | -12.1% | -7.7% |
| 6M | +23.0% | +15.6% | +7.4% | +11.4% |
| YTD | +61.1% | +45.3% | +15.8% | +28.4% |
| 1Y | +129.1% | +48.3% | +80.8% | +79.7% |
| 3Y | +165.4% | +55.4% | +109.9% | +99.7% |
| 5Y | +109.5% | +216.1% | -106.6% | +1.7% |
| 10Y | +1,645.7% | +178.4% | +1,467.3% | +729.1% |
| All | +18,210.0% | +1,022.5% | +17,187.5% | +3,312.8% |
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