+130.1%
XLE vs AMC
-97.8%
+227.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -12.5% | +9.5% | -2.6% |
| 7D | -10.3% | 0.0% | -10.3% | -10.3% |
| 30D | -3.3% | +4.4% | -7.7% | -3.5% |
| 3M | +8.2% | +15.4% | -7.2% | +7.5% |
| 6M | +5.0% | +93.7% | -88.7% | +2.1% |
| YTD | +40.6% | +97.4% | -56.9% | +36.2% |
| 1Y | +45.0% | +23.2% | +21.8% | +42.5% |
| 3Y | +56.3% | -71.3% | +127.6% | +57.6% |
| 5Y | +152.2% | -99.3% | +251.5% | +173.7% |
| 10Y | +173.0% | -98.7% | +271.7% | +152.2% |
| All | +130.1% | -97.8% | +227.8% | +75.7% |
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 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