+66.3%
XLE vs AS
+120.4%
-54.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.6% | -4.4% | -1.0% |
| 7D | +2.2% | -4.9% | +7.1% | +2.4% |
| 30D | +11.8% | -19.6% | +31.4% | +13.0% |
| 3M | +9.8% | -14.4% | +24.2% | +10.5% |
| 6M | +15.6% | -20.1% | +35.7% | +16.7% |
| YTD | +45.3% | -20.9% | +66.2% | +46.5% |
| 1Y | +48.3% | -21.9% | +70.2% | +49.5% |
| All | +66.3% | +120.4% | -54.1% | +46.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling