+68.4%
XLE vs AA
+70.6%
-2.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +3.0% | +1.7% |
| 7D | +4.4% | +5.3% | -0.9% | +3.6% |
| 30D | -4.3% | -2.3% | -2.0% | -4.1% |
| 3M | +6.0% | -20.8% | +26.9% | +9.2% |
| 6M | +13.2% | -39.8% | +53.0% | +20.6% |
| YTD | +46.7% | -23.3% | +70.0% | +48.0% |
| 1Y | +46.6% | +1.8% | +44.8% | +39.8% |
| All | +68.4% | +70.6% | -2.2% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling