+225.5%
XLE vs AMCR
+100.2%
+125.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.0% | +35.3% | +39.4% |
| 3Y | +55.4% | +6.9% | +48.5% | +46.5% |
| 5Y | +216.1% | -10.5% | +226.6% | +214.5% |
| 10Y | +178.4% | +20.9% | +157.5% | +137.9% |
| All | +225.5% | +100.2% | +125.3% | +178.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling