+152.2%
XLE vs AMC
-99.3%
+251.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -12.5% | +9.5% | -2.8% |
| 7D | -10.3% | 0.0% | -10.3% | -10.3% |
| 30D | -3.3% | +4.4% | -7.7% | -3.4% |
| 3M | +8.2% | +15.4% | -7.2% | +7.8% |
| 6M | +5.0% | +93.7% | -88.7% | +3.3% |
| YTD | +40.6% | +97.4% | -56.9% | +37.9% |
| 1Y | +45.0% | +23.2% | +21.8% | +43.9% |
| 3Y | +56.3% | -71.3% | +127.6% | +59.0% |
| 5Y | +152.2% | -99.3% | +251.5% | +184.7% |
| All | +152.2% | -99.3% | +251.5% | +184.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling