+166.5%
XLE vs AA
-16.1%
+182.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +3.0% | +1.8% |
| 7D | +4.4% | +5.3% | -0.9% | +3.3% |
| 30D | -4.3% | -2.3% | -2.0% | -4.1% |
| 3M | +6.0% | -20.8% | +26.9% | +10.5% |
| 6M | +13.2% | -39.8% | +53.0% | +23.5% |
| YTD | +46.7% | -23.3% | +70.0% | +49.4% |
| 1Y | +46.6% | +1.8% | +44.8% | +39.3% |
| 3Y | +69.6% | +69.5% | 0.0% | +33.4% |
| 5Y | +166.5% | -18.0% | +184.5% | +141.0% |
| All | +166.5% | -16.1% | +182.6% | +141.0% |
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