+790.5%
XLE vs A
+457.0%
+333.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | +2.2% | -1.9% | +4.1% | +2.7% |
| 30D | +11.8% | +6.9% | +4.9% | +9.9% |
| 3M | +9.8% | +9.2% | +0.6% | +7.2% |
| 6M | +15.6% | +25.7% | -10.1% | +8.2% |
| YTD | +45.3% | +11.5% | +33.7% | +39.7% |
| 1Y | +48.3% | +18.4% | +29.9% | +40.1% |
| 3Y | +55.4% | +26.6% | +28.8% | +42.1% |
| 5Y | +216.1% | -12.8% | +228.9% | +211.2% |
| 10Y | +178.4% | +247.2% | -68.8% | +97.7% |
| All | +790.5% | +457.0% | +333.5% | +359.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling