+43.6%
XLE vs EL
+22.5%
+21.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.3% | +0.2% |
| 7D | -12.0% | +0.8% | -12.8% | -11.9% |
| 30D | -2.7% | +16.5% | -19.3% | -1.3% |
| 3M | +6.6% | +29.2% | -22.6% | +9.2% |
| 6M | +9.5% | +27.9% | -18.4% | +12.5% |
| YTD | +40.6% | +6.2% | +34.4% | +45.5% |
| 1Y | +43.6% | +27.2% | +16.4% | +47.1% |
| All | +43.6% | +22.5% | +21.1% | +47.1% |
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 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