+46.6%
XLE vs ARM
+32.2%
+14.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +1.4% |
| 7D | +4.4% | +19.8% | -15.4% | +5.2% |
| 30D | -4.3% | -21.8% | +17.5% | -5.6% |
| 3M | +6.0% | -26.5% | +32.6% | +4.5% |
| 6M | +13.2% | -3.9% | +17.1% | +14.2% |
| YTD | +46.7% | +82.8% | -36.0% | +48.3% |
| 1Y | +46.6% | +34.3% | +12.3% | +52.7% |
| All | +46.6% | +32.2% | +14.4% | +52.7% |
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