+988.3%
XLE vs ALL
+1,220.3%
-231.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.4% | +1.8% |
| 7D | -12.0% | -1.9% | -10.0% | -11.4% |
| 30D | -2.7% | +13.8% | -16.5% | -8.0% |
| 3M | +6.6% | -7.0% | +13.6% | +9.2% |
| 6M | +9.5% | +18.0% | -8.5% | +1.3% |
| YTD | +40.6% | +24.2% | +16.4% | +26.5% |
| 1Y | +43.6% | +31.2% | +12.4% | +26.3% |
| 3Y | +58.1% | +107.5% | -49.5% | +12.3% |
| 5Y | +152.2% | +144.8% | +7.4% | +63.1% |
| 10Y | +172.9% | +375.8% | -202.8% | +37.8% |
| All | +988.3% | +1,220.3% | -231.9% | +257.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling