+5.0%
XLE vs AS
-8.7%
+13.7%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -3.7% |
| 7D | -10.3% | +7.1% | -17.4% | -8.3% |
| 30D | -3.3% | +12.8% | -16.1% | +0.3% |
| 3M | +8.2% | -14.7% | +22.9% | +2.8% |
| 6M | +5.0% | -9.9% | +15.0% | +2.7% |
| All | +5.0% | -8.7% | +13.7% | +2.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling