+163.9%
XLE vs ARWR
+1,055.7%
-891.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -6.7% | -17.7% | +11.0% | -5.4% |
| 30D | -4.4% | -21.9% | +17.5% | -2.8% |
| 3M | +4.0% | -44.5% | +48.5% | +8.4% |
| 6M | +13.2% | -32.6% | +45.8% | +15.7% |
| YTD | +41.9% | -26.2% | +68.1% | +43.2% |
| 1Y | +41.6% | +23.0% | +18.7% | +36.1% |
| 3Y | +64.0% | +81.8% | -17.8% | +46.0% |
| 5Y | +158.1% | -36.0% | +194.1% | +144.3% |
| 10Y | +163.9% | +1,039.5% | -875.6% | +117.3% |
| All | +163.9% | +1,055.7% | -891.7% | +117.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling