+58.3%
XLE vs AU
+604.2%
-545.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.8% |
| 7D | +0.3% | +0.6% | -0.3% | +0.3% |
| 30D | +8.5% | +12.3% | -3.8% | +8.4% |
| 3M | +14.6% | +29.4% | -14.7% | +14.3% |
| 6M | +17.6% | +3.2% | +14.3% | +17.9% |
| YTD | +48.1% | +31.8% | +16.3% | +46.0% |
| 1Y | +53.8% | +83.4% | -29.6% | +48.1% |
| All | +58.3% | +604.2% | -545.9% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling