+225.5%
XLE vs AMCR
+106.4%
+119.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +2.2% | -1.9% | +4.1% | +2.8% |
| 30D | +11.8% | -4.1% | +15.9% | +13.1% |
| 3M | +9.8% | +21.7% | -11.9% | +2.6% |
| 6M | +15.6% | +1.5% | +14.1% | +13.4% |
| YTD | +45.3% | +13.1% | +32.1% | +36.8% |
| 1Y | +48.3% | +16.5% | +31.8% | +37.9% |
| 3Y | +55.4% | +10.3% | +45.2% | +44.9% |
| 5Y | +216.1% | -7.7% | +223.8% | +211.1% |
| 10Y | +178.4% | +24.6% | +153.8% | +135.4% |
| All | +225.5% | +106.4% | +119.0% | +175.0% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling