+42.4%
XLE vs ARM
+32.9%
+9.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +12.1% | -10.2% | +2.3% |
| 7D | -0.2% | +6.0% | -6.3% | 0.0% |
| 30D | -4.0% | -20.3% | +16.3% | -5.2% |
| 3M | +4.6% | -24.4% | +29.0% | +3.2% |
| 6M | +12.3% | -4.4% | +16.7% | +13.2% |
| YTD | +44.5% | +86.0% | -41.5% | +46.0% |
| 1Y | +42.4% | +35.8% | +6.6% | +48.2% |
| All | +42.4% | +32.9% | +9.5% | +48.2% |
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