+232.0%
XLE vs AMCR
+100.3%
+131.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +5.4% | -2.4% | +7.8% | +6.1% |
| 30D | -3.9% | +3.6% | -7.5% | -5.2% |
| 3M | +7.0% | -4.2% | +11.2% | +8.0% |
| 6M | +14.2% | +15.5% | -1.3% | +7.7% |
| YTD | +48.2% | +9.7% | +38.4% | +40.3% |
| 1Y | +47.7% | +8.3% | +39.4% | +40.4% |
| 3Y | +70.0% | +15.4% | +54.6% | +55.4% |
| 5Y | +169.1% | -9.1% | +178.3% | +165.2% |
| 10Y | +180.7% | +18.6% | +162.1% | +138.6% |
| All | +232.0% | +100.3% | +131.7% | +182.0% |
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