+47.7%
XLE vs ARM
+29.6%
+18.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.6% | +5.6% | +0.8% |
| 7D | +5.4% | +9.1% | -3.7% | +5.8% |
| 30D | -3.9% | -19.9% | +16.0% | -5.0% |
| 3M | +7.0% | -31.6% | +38.6% | +5.1% |
| 6M | +14.2% | -13.9% | +28.1% | +14.7% |
| YTD | +48.2% | +74.3% | -26.1% | +49.5% |
| 1Y | +47.7% | +35.8% | +11.9% | +54.3% |
| All | +47.7% | +29.6% | +18.1% | +54.3% |
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