+163.9%
XLE vs AR
+48.7%
+115.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | -7.9% | -10.5% | +2.6% | -5.1% |
| 30D | -4.8% | +1.3% | -6.1% | -5.2% |
| 3M | +8.4% | +4.8% | +3.6% | +6.9% |
| 6M | +12.7% | +1.2% | +11.5% | +12.0% |
| YTD | +41.3% | +5.5% | +35.8% | +38.3% |
| 1Y | +42.3% | +8.1% | +34.2% | +38.2% |
| 3Y | +65.1% | +38.8% | +26.2% | +45.7% |
| 5Y | +150.2% | +78.8% | +71.3% | +100.6% |
| 10Y | +163.9% | +46.4% | +117.5% | +90.2% |
| All | +163.9% | +48.7% | +115.3% | +90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling