+54.6%
XLE vs AR
+40.7%
+13.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | +2.2% | +2.5% | -0.3% | +1.4% |
| 30D | +11.8% | +14.8% | -3.0% | +6.9% |
| 3M | +9.8% | +6.2% | +3.6% | +7.5% |
| 6M | +15.6% | +4.3% | +11.3% | +13.7% |
| YTD | +45.3% | +14.4% | +30.9% | +38.4% |
| 1Y | +48.3% | +21.3% | +27.0% | +38.1% |
| All | +54.6% | +40.7% | +13.9% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling