+176.9%
XLE vs AU
+694.8%
-517.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | -0.3% |
| 7D | +0.5% | -7.0% | +7.5% | +0.9% |
| 30D | +6.6% | +7.3% | -0.7% | +6.0% |
| 3M | +12.3% | +33.2% | -20.9% | +9.9% |
| 6M | +18.4% | -0.6% | +19.0% | +17.6% |
| YTD | +47.2% | +26.2% | +21.1% | +43.1% |
| 1Y | +50.3% | +68.3% | -18.0% | +42.2% |
| 3Y | +55.3% | +592.1% | -536.8% | +28.0% |
| 5Y | +226.0% | +685.3% | -459.3% | +164.1% |
| All | +176.9% | +694.8% | -517.9% | +128.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling