+58.3%
XLE vs AUR
+86.2%
-28.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +0.3% | +11.1% | -10.8% | -0.1% |
| 30D | +8.5% | -6.9% | +15.4% | +8.7% |
| 3M | +14.6% | +5.5% | +9.1% | +14.1% |
| 6M | +17.6% | +41.0% | -23.4% | +14.9% |
| YTD | +48.1% | +69.3% | -21.2% | +43.2% |
| 1Y | +53.8% | +14.0% | +39.8% | +51.3% |
| All | +58.3% | +86.2% | -28.0% | +45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling