+4.6%
XLE vs EL
+29.8%
-25.2%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.8% | +1.8% |
| 7D | -0.2% | +0.3% | -0.5% | -0.2% |
| 30D | -4.0% | +12.3% | -16.3% | -2.4% |
| 3M | +4.6% | +28.4% | -23.8% | +7.9% |
| All | +4.6% | +29.8% | -25.2% | +7.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling