+167.2%
XLE vs EL
+56.3%
+110.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.3% | -0.5% |
| 7D | -12.0% | +0.8% | -12.8% | -12.2% |
| 30D | -2.7% | +16.5% | -19.3% | -6.2% |
| 3M | +6.6% | +29.2% | -22.6% | -0.4% |
| 6M | +9.5% | +27.9% | -18.4% | +1.8% |
| YTD | +40.6% | +6.2% | +34.4% | +34.6% |
| 1Y | +43.6% | +27.2% | +16.4% | +30.4% |
| 3Y | +58.1% | +3.2% | +54.9% | +41.8% |
| 5Y | +152.2% | -66.0% | +218.2% | +236.5% |
| All | +167.2% | +56.3% | +110.9% | +104.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling