+167.2%
XLE vs AA
+63.3%
+103.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.8% |
| 7D | -12.0% | +0.9% | -12.9% | -12.3% |
| 30D | -2.7% | -6.7% | +3.9% | -1.1% |
| 3M | +6.6% | -16.3% | +22.9% | +11.2% |
| 6M | +9.5% | -37.1% | +46.6% | +22.2% |
| YTD | +40.6% | -25.0% | +65.6% | +45.5% |
| 1Y | +43.6% | +8.6% | +35.0% | +31.7% |
| 3Y | +58.1% | +57.2% | +0.8% | +18.6% |
| 5Y | +152.2% | -13.0% | +165.2% | +108.2% |
| All | +167.2% | +63.3% | +103.8% | +33.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling