+48.3%
XLE vs AMCR
+11.5%
+36.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -1.1% |
| 7D | +2.2% | -3.3% | +5.5% | +1.7% |
| 30D | +11.8% | -5.4% | +17.2% | +11.0% |
| 3M | +9.8% | +20.0% | -10.1% | +12.1% |
| 6M | +15.6% | 0.0% | +15.5% | +21.9% |
| YTD | +45.3% | +11.5% | +33.7% | +50.0% |
| 1Y | +48.3% | +11.4% | +36.9% | +52.9% |
| All | +48.3% | +11.5% | +36.8% | +52.9% |
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