+149.9%
XLE vs AR
+71.8%
+78.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | -12.0% | -14.3% | +2.3% | -7.2% |
| 30D | -2.7% | +1.4% | -4.2% | -3.2% |
| 3M | +6.6% | +3.4% | +3.2% | +5.1% |
| 6M | +9.5% | -2.1% | +11.6% | +9.9% |
| YTD | +40.6% | +4.7% | +35.9% | +37.0% |
| 1Y | +43.6% | +10.6% | +33.0% | +37.1% |
| 3Y | +58.1% | +24.6% | +33.5% | +39.1% |
| All | +149.9% | +71.8% | +78.1% | +94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling