+51.1%
XLE vs ARM
+349.4%
-298.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.8% | -1.0% |
| 7D | +2.2% | +5.5% | -3.3% | +2.0% |
| 30D | +11.8% | -8.2% | +20.0% | +12.0% |
| 3M | +9.8% | -35.9% | +45.8% | +11.1% |
| 6M | +15.6% | +103.1% | -87.5% | +9.6% |
| YTD | +45.3% | +130.6% | -85.4% | +36.4% |
| 1Y | +48.3% | +86.1% | -37.8% | +41.0% |
| All | +51.1% | +349.4% | -298.3% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling