+49.9%
XLE vs AMCR
+32.3%
+17.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.3% | -8.0% | -4.2% |
| 7D | -7.2% | +6.2% | -13.4% | -6.3% |
| 30D | +0.1% | +16.0% | -15.9% | +2.3% |
| 3M | +9.2% | +4.4% | +4.8% | +10.0% |
| 6M | +8.4% | +35.5% | -27.1% | +12.3% |
| YTD | +44.9% | +21.5% | +23.4% | +49.9% |
| 1Y | +49.9% | +30.7% | +19.1% | +49.9% |
| All | +49.9% | +32.3% | +17.6% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling