+179.2%
XLE vs ALL
+377.9%
-198.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | +5.4% | +5.0% | +0.4% | +2.8% |
| 30D | -3.9% | +13.3% | -17.3% | -10.3% |
| 3M | +7.0% | +3.2% | +3.8% | +4.7% |
| 6M | +14.2% | +25.3% | -11.1% | -0.1% |
| YTD | +48.2% | +30.5% | +17.7% | +25.7% |
| 1Y | +47.7% | +29.2% | +18.5% | +25.8% |
| 3Y | +70.0% | +119.1% | -49.1% | +1.4% |
| 5Y | +169.1% | +162.6% | +6.5% | +33.6% |
| All | +179.2% | +377.9% | -198.8% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 10y: compounded portfolio wealth divided by compounded ALL 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…
10y analysis · Full analysis span regression · 6 months rolling