+139.1%
XLE vs AR
-32.8%
+171.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.2% | -2.2% |
| 7D | -10.3% | -11.7% | +1.4% | -7.1% |
| 30D | -3.3% | +1.8% | -5.2% | -3.8% |
| 3M | +8.2% | +6.0% | +2.2% | +6.3% |
| 6M | +5.0% | -7.0% | +12.1% | +6.9% |
| YTD | +40.6% | +5.6% | +35.0% | +37.5% |
| 1Y | +45.0% | +10.8% | +34.2% | +39.7% |
| 3Y | +56.3% | +19.3% | +37.0% | +43.0% |
| 5Y | +152.2% | +73.3% | +78.9% | +101.2% |
| 10Y | +173.0% | +47.6% | +125.4% | +97.9% |
| All | +139.1% | -32.8% | +171.9% | +108.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling