+48.3%
XLE vs EEM
+41.0%
+7.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -0.6% |
| 7D | +2.2% | +2.3% | -0.1% | +2.6% |
| 30D | +11.8% | +4.5% | +7.2% | +12.6% |
| 3M | +9.8% | -0.1% | +9.9% | +10.3% |
| 6M | +15.6% | +16.9% | -1.4% | +17.6% |
| YTD | +45.3% | +26.2% | +19.0% | +42.4% |
| 1Y | +48.3% | +40.5% | +7.8% | +51.1% |
| All | +48.3% | +41.0% | +7.3% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 1y: compounded portfolio wealth divided by compounded EEM 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…
1y analysis · Full analysis span regression · 6 months rolling