+166.9%
XLE vs AU
+381.3%
-214.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.1% |
| 7D | +5.4% | -7.2% | +12.6% | +5.8% |
| 30D | -3.9% | -2.9% | -1.1% | -3.9% |
| 3M | +7.0% | -8.7% | +15.7% | +7.3% |
| 6M | +14.2% | -14.1% | +28.4% | +14.7% |
| YTD | +48.2% | +4.8% | +43.4% | +44.2% |
| 1Y | +47.7% | +11.9% | +35.8% | +42.4% |
| 3Y | +70.0% | +513.8% | -443.8% | +24.2% |
| All | +166.9% | +381.3% | -214.4% | +90.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling