+656.8%
XLE vs ASX
+3,544.9%
-2,888.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.6% | -4.7% | +0.6% |
| 7D | -0.2% | +0.8% | -1.1% | -1.0% |
| 30D | -4.0% | -20.4% | +16.4% | -0.7% |
| 3M | +4.6% | -2.1% | +6.8% | +3.2% |
| 6M | +12.3% | +8.2% | +4.1% | +6.1% |
| YTD | +44.5% | +137.3% | -92.7% | +14.4% |
| 1Y | +42.4% | +155.0% | -112.6% | +10.8% |
| 3Y | +67.0% | +397.9% | -330.9% | +9.0% |
| 5Y | +161.9% | +529.2% | -367.3% | +58.2% |
| 10Y | +173.9% | +1,007.5% | -833.7% | +40.2% |
| All | +656.8% | +3,544.9% | -2,888.1% | +161.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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