+158.1%
XLE vs AMCR
-6.2%
+164.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -6.7% | -3.8% | -2.9% | -6.0% |
| 30D | -4.4% | +8.3% | -12.7% | -6.1% |
| 3M | +4.0% | -2.7% | +6.7% | +4.3% |
| 6M | +13.2% | +16.7% | -3.5% | +8.3% |
| YTD | +41.9% | +13.2% | +28.7% | +35.6% |
| 1Y | +41.6% | +13.7% | +27.9% | +35.1% |
| 3Y | +64.0% | +17.4% | +46.5% | +51.2% |
| 5Y | +158.1% | -5.9% | +164.0% | +171.4% |
| All | +158.1% | -6.2% | +164.3% | +171.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling