+147.8%
XEL vs EME
+1,362.1%
-1,214.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | -0.3% |
| 7D | -0.3% | +3.5% | -3.8% | -0.7% |
| 30D | -3.9% | -6.3% | +2.4% | -3.4% |
| 3M | -2.8% | -3.8% | +0.9% | -2.7% |
| 6M | -5.4% | +8.5% | -13.9% | -6.7% |
| YTD | +3.8% | +27.8% | -24.1% | +0.3% |
| 1Y | +6.8% | +22.2% | -15.4% | +3.1% |
| 3Y | +45.6% | +253.5% | -207.9% | +17.0% |
| 5Y | +30.7% | +578.6% | -547.9% | -7.9% |
| All | +147.8% | +1,362.1% | -1,214.3% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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