+58.1%
XLE vs AR
+20.9%
+37.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.2% | -2.1% |
| 7D | -10.3% | -11.7% | +1.4% | -6.6% |
| 30D | -3.3% | +1.8% | -5.2% | -3.9% |
| 3M | +8.2% | +6.0% | +2.2% | +6.0% |
| 6M | +5.0% | -7.0% | +12.1% | +7.0% |
| YTD | +40.6% | +5.6% | +35.0% | +37.3% |
| 1Y | +45.0% | +10.8% | +34.2% | +39.3% |
| All | +58.1% | +20.9% | +37.2% | +47.3% |
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