+170.7%
XLE vs AA
+121.7%
+49.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.4% | +0.1% |
| 7D | 0.0% | +1.7% | -1.7% | -0.5% |
| 30D | +12.6% | +3.3% | +9.3% | +11.2% |
| 3M | +11.8% | -29.4% | +41.3% | +22.2% |
| 6M | +16.1% | -12.8% | +28.9% | +17.0% |
| YTD | +46.9% | -2.1% | +49.0% | +41.6% |
| 1Y | +53.3% | +62.8% | -9.5% | +24.1% |
| 3Y | +54.9% | +90.5% | -35.6% | +9.9% |
| 5Y | +225.7% | +19.1% | +206.6% | +143.0% |
| 10Y | +170.7% | +124.8% | +45.9% | +16.9% |
| All | +170.7% | +121.7% | +49.0% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded AA 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling