+42.4%
XLE vs EEM
+14.0%
+28.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.6% | +2.2% |
| 7D | -0.2% | +0.7% | -0.9% | -0.2% |
| 30D | -4.0% | -6.2% | +2.2% | -5.2% |
| 3M | +4.6% | -5.2% | +9.8% | +3.6% |
| 6M | +12.3% | -8.1% | +20.4% | +11.3% |
| YTD | +44.5% | +14.0% | +30.6% | +39.1% |
| 1Y | +42.4% | +13.8% | +28.6% | +38.3% |
| All | +42.4% | +14.0% | +28.5% | +38.3% |
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