+189.4%
XLE vs AUR
-36.6%
+226.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +2.2% | +8.7% | -6.5% | +1.8% |
| 30D | +11.8% | -5.2% | +17.0% | +11.9% |
| 3M | +9.8% | -7.3% | +17.1% | +9.9% |
| 6M | +15.6% | +41.2% | -25.6% | +13.1% |
| YTD | +45.3% | +65.1% | -19.8% | +41.0% |
| 1Y | +48.3% | +13.4% | +34.9% | +46.1% |
| 3Y | +55.4% | +98.1% | -42.7% | +45.6% |
| 5Y | +216.1% | -36.0% | +252.1% | +176.1% |
| All | +189.4% | -36.6% | +226.0% | +153.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling