+1,233.3%
XEL vs EME
+61,154.1%
-59,920.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.6% |
| 7D | +0.9% | +2.7% | -1.8% | +0.5% |
| 30D | -0.9% | -6.8% | +5.9% | 0.0% |
| 3M | -1.4% | -8.8% | +7.4% | -0.8% |
| 6M | -5.8% | +5.0% | -10.8% | -7.1% |
| YTD | +4.7% | +23.5% | -18.8% | +0.9% |
| 1Y | +9.1% | +21.3% | -12.3% | +4.8% |
| 3Y | +47.8% | +241.1% | -193.2% | +20.3% |
| 5Y | +29.0% | +549.2% | -520.1% | -5.2% |
| 10Y | +154.0% | +1,306.4% | -1,152.4% | +62.4% |
| All | +1,233.3% | +61,154.1% | -59,920.8% | +553.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling