+45.0%
XLE vs ARM
+5.0%
+40.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -13.1% | +10.1% | -3.6% |
| 7D | -10.3% | -27.1% | +16.8% | -11.7% |
| 30D | -3.3% | -44.9% | +41.6% | -6.3% |
| 3M | +8.2% | -39.3% | +47.5% | +5.7% |
| 6M | +5.0% | -20.2% | +25.2% | +5.5% |
| YTD | +40.6% | +52.5% | -11.9% | +41.9% |
| 1Y | +45.0% | +4.1% | +40.9% | +47.9% |
| All | +45.0% | +5.0% | +40.0% | +47.9% |
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