+36.7%
EL vs XME
-20.0%
+56.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.6% | -1.2% |
| 7D | +0.3% | +1.5% | -1.3% | -0.2% |
| 30D | +12.3% | -7.3% | +19.6% | +14.5% |
| 3M | +28.4% | -17.4% | +45.8% | +35.6% |
| 6M | +36.7% | -21.8% | +58.6% | +45.1% |
| All | +36.7% | -20.0% | +56.7% | +45.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling