+48.3%
XLE vs AU
+100.5%
-52.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | -1.0% |
| 7D | +2.2% | -3.6% | +5.8% | +2.0% |
| 30D | +11.8% | +23.9% | -12.1% | +13.6% |
| 3M | +9.8% | +19.1% | -9.3% | +11.7% |
| 6M | +15.6% | -0.2% | +15.7% | +17.8% |
| YTD | +45.3% | +32.5% | +12.8% | +47.5% |
| 1Y | +48.3% | +96.9% | -48.6% | +57.8% |
| All | +48.3% | +100.5% | -52.2% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · 6 months rolling