+48.3%
XLE vs AS
-21.9%
+70.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.6% | -4.4% | -0.3% |
| 7D | +2.2% | -4.9% | +7.1% | +1.4% |
| 30D | +11.8% | -19.6% | +31.4% | +8.0% |
| 3M | +9.8% | -14.4% | +24.2% | +7.4% |
| 6M | +15.6% | -20.1% | +35.7% | +13.3% |
| YTD | +45.3% | -20.9% | +66.2% | +42.5% |
| 1Y | +48.3% | -21.9% | +70.2% | +45.6% |
| All | +48.3% | -21.9% | +70.2% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling