+49.9%
XLE vs EL
+25.6%
+24.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +6.3% | -11.0% | -4.1% |
| 7D | -7.2% | +2.5% | -9.7% | -6.9% |
| 30D | +0.1% | +20.1% | -20.0% | +1.9% |
| 3M | +9.2% | +29.3% | -20.1% | +11.9% |
| 6M | +8.4% | +38.8% | -30.4% | +11.8% |
| YTD | +44.9% | +8.1% | +36.8% | +50.7% |
| 1Y | +49.9% | +22.3% | +27.5% | +55.7% |
| All | +49.9% | +25.6% | +24.2% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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