+49.9%
XLE vs ARM
+18.4%
+31.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -5.3% | +0.5% | -5.0% |
| 7D | -7.2% | -18.7% | +11.5% | -8.3% |
| 30D | +0.1% | -36.7% | +36.8% | -2.4% |
| 3M | +9.2% | -31.6% | +40.8% | +7.2% |
| 6M | +8.4% | -5.6% | +14.0% | +9.6% |
| YTD | +44.9% | +75.5% | -30.6% | +47.1% |
| 1Y | +49.9% | +19.3% | +30.5% | +53.8% |
| All | +49.9% | +18.4% | +31.5% | +53.8% |
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