+65.6%
XLE vs AHR
+365.8%
-300.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.7% |
| 7D | +2.2% | -1.5% | +3.7% | +2.3% |
| 30D | +11.8% | -1.4% | +13.2% | +11.8% |
| 3M | +9.8% | +18.6% | -8.8% | +8.2% |
| 6M | +15.6% | +6.6% | +9.0% | +14.9% |
| YTD | +45.3% | +17.5% | +27.8% | +42.5% |
| 1Y | +48.3% | +30.9% | +17.4% | +43.1% |
| All | +65.6% | +365.8% | -300.2% | +47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling