+8.4%
XLE vs ARM
-9.7%
+18.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -5.3% | +0.5% | -5.1% |
| 7D | -7.2% | -18.7% | +11.5% | -8.5% |
| 30D | +0.1% | -36.7% | +36.8% | -2.9% |
| 3M | +9.2% | -31.6% | +40.8% | +6.8% |
| 6M | +8.4% | -5.6% | +14.0% | +9.7% |
| All | +8.4% | -9.7% | +18.1% | +9.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling