+163.9%
XLE vs EL
+63.1%
+100.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -0.1% |
| 7D | -7.9% | +8.0% | -15.9% | -9.6% |
| 30D | -4.8% | +15.4% | -20.2% | -8.0% |
| 3M | +8.4% | +28.5% | -20.2% | +1.5% |
| 6M | +12.7% | +32.2% | -19.6% | +4.0% |
| YTD | +41.3% | +9.2% | +32.1% | +34.5% |
| 1Y | +42.3% | +30.8% | +11.5% | +28.4% |
| 3Y | +65.1% | +3.7% | +61.4% | +48.5% |
| 5Y | +150.2% | -64.8% | +215.0% | +230.6% |
| 10Y | +163.9% | +60.0% | +103.9% | +100.8% |
| All | +163.9% | +63.1% | +100.9% | +100.8% |
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