+218.0%
XLE vs AR
+143.7%
+74.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | +2.2% | +2.5% | -0.3% | +1.3% |
| 30D | +11.8% | +14.8% | -3.0% | +6.6% |
| 3M | +9.8% | +6.2% | +3.6% | +7.3% |
| 6M | +15.6% | +4.3% | +11.3% | +13.5% |
| YTD | +45.3% | +14.4% | +30.9% | +37.6% |
| 1Y | +48.3% | +21.3% | +27.0% | +36.9% |
| 3Y | +55.4% | +39.8% | +15.6% | +31.1% |
| All | +218.0% | +143.7% | +74.3% | +110.3% |
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 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