+50.3%
XLE vs ARM
+262.5%
-212.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +12.1% | -10.2% | +1.5% |
| 7D | -0.2% | +6.0% | -6.3% | -0.4% |
| 30D | -4.0% | -20.3% | +16.3% | -3.6% |
| 3M | +4.6% | -24.4% | +29.0% | +5.0% |
| 6M | +12.3% | -4.4% | +16.7% | +10.6% |
| YTD | +44.5% | +86.0% | -41.5% | +36.0% |
| 1Y | +42.4% | +35.8% | +6.6% | +36.7% |
| 3Y | +67.0% | +289.1% | -222.0% | +46.6% |
| All | +50.3% | +262.5% | -212.2% | +34.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling