+41.0%
XLE vs AA
+9.4%
+31.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.8% | -5.2% | +0.4% |
| 7D | -7.9% | +4.8% | -12.7% | -8.0% |
| 30D | -4.8% | -0.6% | -4.2% | -4.8% |
| 3M | +8.4% | -16.3% | +24.6% | +8.8% |
| 6M | +12.7% | -33.4% | +46.1% | +14.0% |
| YTD | +41.3% | -20.7% | +62.0% | +40.7% |
| All | +41.0% | +9.4% | +31.7% | +39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling