+170.7%
XLE vs EL
+31.4%
+139.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.6% |
| 7D | 0.0% | +1.7% | -1.7% | -0.4% |
| 30D | +12.6% | +15.5% | -2.8% | +8.4% |
| 3M | +11.8% | +20.6% | -8.7% | +6.2% |
| 6M | +16.1% | +10.5% | +5.6% | +11.3% |
| YTD | +46.9% | -1.9% | +48.7% | +43.7% |
| 1Y | +53.3% | +16.1% | +37.2% | +42.0% |
| 3Y | +54.9% | -30.2% | +85.2% | +57.7% |
| 5Y | +225.7% | -67.4% | +293.1% | +333.3% |
| 10Y | +170.7% | +31.2% | +139.4% | +114.1% |
| All | +170.7% | +31.4% | +139.3% | +114.1% |
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