+173.9%
XLE vs EEM
+123.6%
+50.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.6% | +0.3% |
| 7D | -0.2% | +0.7% | -0.9% | -0.8% |
| 30D | -4.0% | -6.2% | +2.2% | -0.3% |
| 3M | +4.6% | -5.2% | +9.8% | +7.3% |
| 6M | +12.3% | -8.1% | +20.4% | +15.3% |
| YTD | +44.5% | +14.0% | +30.6% | +23.6% |
| 1Y | +42.4% | +13.8% | +28.6% | +21.8% |
| 3Y | +67.0% | +73.7% | -6.7% | -0.6% |
| 5Y | +161.9% | +34.6% | +127.4% | +91.5% |
| 10Y | +173.9% | +123.6% | +50.3% | +36.7% |
| All | +173.9% | +123.6% | +50.3% | +36.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling