+149.9%
XLE vs AA
-15.4%
+165.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.6% |
| 7D | -12.0% | +0.9% | -12.9% | -12.2% |
| 30D | -2.7% | -6.7% | +3.9% | -1.6% |
| 3M | +6.6% | -16.3% | +22.9% | +9.8% |
| 6M | +9.5% | -37.1% | +46.6% | +18.3% |
| YTD | +40.6% | -25.0% | +65.6% | +43.8% |
| 1Y | +43.6% | +8.6% | +35.0% | +34.3% |
| 3Y | +58.1% | +57.2% | +0.8% | +27.1% |
| All | +149.9% | -15.4% | +165.3% | +125.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling