+174.3%
XLE vs AMC
-98.9%
+273.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -1.0% |
| 7D | +2.2% | +2.3% | -0.1% | +2.1% |
| 30D | +11.8% | -0.7% | +12.5% | +11.7% |
| 3M | +9.8% | +35.2% | -25.4% | +8.4% |
| 6M | +15.6% | +124.6% | -109.0% | +12.1% |
| YTD | +45.3% | +69.9% | -24.6% | +41.9% |
| 1Y | +48.3% | -2.6% | +50.9% | +47.0% |
| 3Y | +55.4% | -79.8% | +135.2% | +57.6% |
| 5Y | +216.1% | -99.4% | +315.5% | +242.5% |
| All | +174.3% | -98.9% | +273.1% | +129.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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