+1,024.7%
XLE vs AA
+71.8%
+952.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.2% |
| 7D | +2.2% | -0.7% | +2.9% | +2.4% |
| 30D | +11.8% | +5.0% | +6.8% | +9.5% |
| 3M | +9.8% | -35.8% | +45.7% | +25.5% |
| 6M | +15.6% | -18.4% | +34.0% | +19.3% |
| YTD | +45.3% | -5.5% | +50.7% | +40.9% |
| 1Y | +48.3% | +61.0% | -12.7% | +17.0% |
| 3Y | +55.4% | +66.2% | -10.8% | +10.7% |
| 5Y | +216.1% | +11.4% | +204.7% | +133.0% |
| 10Y | +178.4% | +116.9% | +61.5% | +28.7% |
| All | +1,024.7% | +71.8% | +952.9% | +387.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling