+137.7%
XLE vs AMC
-98.1%
+235.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.3% |
| 6M | +15.6% | +124.6% | -109.0% | +11.8% |
| YTD | +45.3% | +69.9% | -24.6% | +41.5% |
| 1Y | +48.3% | -2.6% | +50.9% | +46.9% |
| 3Y | +55.4% | -79.8% | +135.2% | +57.8% |
| 5Y | +216.1% | -99.4% | +315.5% | +245.3% |
| 10Y | +178.4% | -98.9% | +277.3% | +156.9% |
| All | +137.7% | -98.1% | +235.8% | +82.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling