+68.9%
XLE vs AHR
+394.2%
-325.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.4% | +1.1% |
| 7D | +5.4% | -0.2% | +5.6% | +5.4% |
| 30D | -3.9% | +10.2% | -14.2% | -4.6% |
| 3M | +7.0% | +8.3% | -1.3% | +6.4% |
| 6M | +14.2% | +13.0% | +1.2% | +13.0% |
| YTD | +48.2% | +24.6% | +23.5% | +44.6% |
| 1Y | +47.7% | +22.2% | +25.5% | +44.5% |
| All | +68.9% | +394.2% | -325.3% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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