+172.7%
XLE vs ALL
+368.3%
-195.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.2% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | +11.8% | -1.5% | +13.3% | +12.4% |
| 3M | +9.8% | +23.6% | -13.8% | -2.8% |
| 6M | +15.6% | +22.3% | -6.8% | +2.6% |
| YTD | +45.3% | +26.5% | +18.7% | +25.8% |
| 1Y | +48.3% | +27.0% | +21.3% | +27.7% |
| 3Y | +55.4% | +149.6% | -94.1% | -14.9% |
| 5Y | +216.1% | +118.1% | +98.0% | +79.9% |
| All | +172.7% | +368.3% | -195.6% | -0.7% |
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