+179.2%
XLE vs AMC
-98.8%
+278.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.0% |
| 7D | +5.4% | +3.5% | +1.9% | +5.3% |
| 30D | -3.9% | +12.5% | -16.4% | -4.3% |
| 3M | +7.0% | +23.6% | -16.6% | +6.2% |
| 6M | +14.2% | +144.4% | -130.2% | +10.7% |
| YTD | +48.2% | +108.3% | -60.2% | +43.8% |
| 1Y | +47.7% | +38.9% | +8.8% | +44.9% |
| 3Y | +70.0% | -58.9% | +128.9% | +69.5% |
| 5Y | +169.1% | -99.2% | +268.3% | +189.1% |
| All | +179.2% | -98.8% | +278.0% | +132.5% |
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