+176.9%
XLE vs AMCR
+16.5%
+160.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +0.5% | -5.0% | +5.4% | +2.5% |
| 30D | +6.6% | -8.0% | +14.5% | +9.9% |
| 3M | +12.3% | +14.3% | -2.0% | +5.3% |
| 6M | +18.4% | +5.3% | +13.1% | +13.1% |
| YTD | +47.2% | +7.7% | +39.5% | +38.4% |
| 1Y | +50.3% | +10.8% | +39.4% | +38.9% |
| 3Y | +55.3% | +9.6% | +45.7% | +40.1% |
| 5Y | +226.0% | -10.2% | +236.1% | +219.8% |
| All | +176.9% | +16.5% | +160.5% | +118.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling