+48.3%
XLE vs ARM
+92.2%
-43.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.8% | -0.7% |
| 7D | +2.2% | +5.5% | -3.3% | +2.4% |
| 30D | +11.8% | -8.2% | +20.0% | +11.4% |
| 3M | +9.8% | -35.9% | +45.8% | +8.6% |
| 6M | +15.6% | +103.1% | -87.5% | +15.5% |
| YTD | +45.3% | +130.6% | -85.4% | +43.7% |
| 1Y | +48.3% | +86.1% | -37.8% | +50.0% |
| All | +48.3% | +92.2% | -43.9% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 1y: compounded portfolio wealth divided by compounded ARM 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…
1y analysis · Full analysis span regression · 6 months rolling