+172.7%
XLE vs A
+246.7%
-74.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | +2.2% | -1.9% | +4.1% | +2.9% |
| 30D | +11.8% | +6.9% | +4.9% | +9.1% |
| 3M | +9.8% | +9.2% | +0.6% | +6.0% |
| 6M | +15.6% | +25.7% | -10.1% | +4.9% |
| YTD | +45.3% | +11.5% | +33.7% | +37.5% |
| 1Y | +48.3% | +18.4% | +29.9% | +36.3% |
| 3Y | +55.4% | +26.6% | +28.8% | +33.8% |
| 5Y | +216.1% | -12.8% | +228.9% | +215.8% |
| All | +172.7% | +246.7% | -74.0% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling