+176.5%
XLE vs AMCR
+18.6%
+157.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +2.0% |
| 7D | +4.4% | -4.5% | +8.8% | +6.2% |
| 30D | -4.3% | +4.9% | -9.1% | -6.4% |
| 3M | +6.0% | -4.6% | +10.6% | +7.4% |
| 6M | +13.2% | +15.2% | -2.0% | +5.0% |
| YTD | +46.7% | +9.7% | +37.0% | +36.3% |
| 1Y | +46.6% | +10.5% | +36.1% | +35.7% |
| 3Y | +69.6% | +13.8% | +55.7% | +50.1% |
| 5Y | +166.5% | -9.1% | +175.6% | +159.6% |
| All | +176.5% | +18.6% | +157.8% | +116.7% |
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