+49.9%
XLE vs AUR
-17.4%
+67.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.4% | -0.3% | -4.9% |
| 7D | -7.2% | -19.8% | +12.6% | -7.9% |
| 30D | +0.1% | -29.0% | +29.2% | -1.0% |
| 3M | +9.2% | -43.6% | +52.8% | +7.5% |
| 6M | +8.4% | -36.6% | +45.0% | +6.9% |
| YTD | +44.9% | +6.3% | +38.6% | +39.8% |
| 1Y | +49.9% | -9.0% | +58.9% | +46.4% |
| All | +49.9% | -17.4% | +67.3% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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