+58.1%
XLE vs ARM
+223.5%
-165.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.8% | -0.1% |
| 7D | -12.0% | -15.2% | +3.2% | -11.7% |
| 30D | -2.7% | -40.7% | +37.9% | -1.7% |
| 3M | +6.6% | -39.1% | +45.7% | +7.6% |
| 6M | +9.5% | -26.4% | +35.9% | +8.8% |
| YTD | +40.6% | +59.7% | -19.2% | +33.0% |
| 1Y | +43.6% | +10.3% | +33.3% | +39.0% |
| 3Y | +58.1% | +228.9% | -170.8% | +40.8% |
| All | +58.1% | +223.5% | -165.4% | +40.8% |
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