+226.0%
XLE vs AUR
-36.2%
+262.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.5% |
| 7D | +0.5% | +0.2% | +0.3% | +0.5% |
| 30D | +6.6% | -8.9% | +15.5% | +6.9% |
| 3M | +12.3% | +4.6% | +7.6% | +11.8% |
| 6M | +18.4% | +44.9% | -26.5% | +15.8% |
| YTD | +47.2% | +64.8% | -17.6% | +42.9% |
| 1Y | +50.3% | +16.4% | +33.9% | +47.8% |
| 3Y | +55.3% | +85.1% | -29.8% | +46.0% |
| 5Y | +226.0% | -36.1% | +262.1% | +186.6% |
| All | +226.0% | -36.2% | +262.1% | +186.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling