+218.0%
XLE vs AMCR
+106.6%
+111.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -6.7% | -3.8% | -2.9% | -5.7% |
| 30D | -4.4% | +8.3% | -12.7% | -6.9% |
| 3M | +4.0% | -2.7% | +6.7% | +4.4% |
| 6M | +13.2% | +16.7% | -3.5% | +6.5% |
| YTD | +41.9% | +13.2% | +28.7% | +33.2% |
| 1Y | +41.6% | +13.7% | +27.9% | +32.6% |
| 3Y | +64.0% | +17.4% | +46.5% | +49.2% |
| 5Y | +158.1% | -5.9% | +164.0% | +151.7% |
| 10Y | +163.9% | +22.4% | +141.5% | +122.3% |
| All | +218.0% | +106.6% | +111.3% | +167.7% |
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 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