+60.9%
XLE vs AS
+134.9%
-74.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -12.0% | +6.9% | -18.9% | -12.2% |
| 30D | -2.7% | +16.0% | -18.7% | -3.4% |
| 3M | +6.6% | -12.8% | +19.4% | +7.3% |
| 6M | +9.5% | -15.4% | +24.9% | +10.4% |
| YTD | +40.6% | -15.7% | +56.3% | +41.4% |
| 1Y | +43.6% | +6.1% | +37.5% | +40.3% |
| All | +60.9% | +134.9% | -74.0% | +41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling