+743.3%
XEL vs XME
+244.0%
+499.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | +0.9% | -0.2% | +1.1% | +0.9% |
| 30D | -0.9% | +1.4% | -2.3% | -1.2% |
| 3M | -1.4% | +2.7% | -4.2% | -2.2% |
| 6M | -5.8% | +6.5% | -12.3% | -7.4% |
| YTD | +4.7% | +15.2% | -10.5% | +1.3% |
| 1Y | +9.1% | +43.5% | -34.5% | +1.4% |
| 3Y | +47.8% | +135.9% | -88.0% | +24.9% |
| 5Y | +29.0% | +181.5% | -152.4% | +3.9% |
| 10Y | +154.0% | +436.9% | -282.9% | +71.9% |
| All | +743.3% | +244.0% | +499.4% | +445.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling