+54.9%
XLE vs AMCR
+10.1%
+44.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.3% |
| 7D | 0.0% | -1.8% | +1.8% | +0.2% |
| 30D | +12.6% | -6.0% | +18.7% | +13.3% |
| 3M | +11.8% | +18.9% | -7.1% | +9.2% |
| 6M | +16.1% | +5.7% | +10.4% | +15.9% |
| YTD | +46.9% | +11.1% | +35.8% | +44.3% |
| 1Y | +53.3% | +12.7% | +40.5% | +49.8% |
| 3Y | +54.9% | +9.6% | +45.3% | +53.6% |
| All | +54.9% | +10.1% | +44.9% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling