+24.4%
EL vs XME
+421.4%
-397.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.1% |
| 7D | -6.5% | -4.2% | -2.3% | -4.8% |
| 30D | +11.1% | -2.7% | +13.8% | +12.5% |
| 3M | +10.7% | -3.9% | +14.6% | +12.2% |
| 6M | +6.9% | -1.0% | +7.8% | +5.8% |
| YTD | -6.3% | +9.8% | -16.1% | -11.7% |
| 1Y | +13.5% | +32.5% | -19.1% | -2.0% |
| 3Y | -33.1% | +124.3% | -157.4% | -54.3% |
| 5Y | -68.8% | +165.8% | -234.6% | -80.3% |
| All | +24.4% | +421.4% | -397.0% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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