+635.9%
XLE vs ASX
+2,948.3%
-2,312.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.4% | -1.3% |
| 7D | -12.0% | -19.9% | +7.9% | -8.5% |
| 30D | -2.7% | -30.9% | +28.1% | +3.5% |
| 3M | +6.6% | -15.1% | +21.7% | +8.2% |
| 6M | +9.5% | -6.5% | +16.0% | +6.6% |
| YTD | +40.6% | +98.4% | -57.9% | +15.3% |
| 1Y | +43.6% | +107.9% | -64.3% | +16.5% |
| 3Y | +58.1% | +325.3% | -267.2% | +6.4% |
| 5Y | +152.2% | +447.3% | -295.1% | +56.5% |
| 10Y | +172.9% | +763.2% | -590.3% | +46.8% |
| All | +635.9% | +2,948.3% | -2,312.4% | +164.1% |
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