+30.5%
XEL vs XME
+167.8%
-137.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | -0.6% |
| 7D | -1.2% | -3.0% | +1.8% | -0.9% |
| 30D | -2.9% | -2.6% | -0.3% | -2.7% |
| 3M | -2.7% | +2.2% | -4.9% | -3.1% |
| 6M | -6.5% | +0.7% | -7.2% | -7.1% |
| YTD | +3.6% | +10.9% | -7.3% | +1.5% |
| 1Y | +7.5% | +35.7% | -28.2% | +2.2% |
| 3Y | +46.3% | +127.1% | -80.8% | +27.4% |
| 5Y | +30.5% | +168.5% | -137.9% | +13.2% |
| All | +30.5% | +167.8% | -137.3% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling