+70.0%
XLE vs EL
+3.0%
+67.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.9% |
| 7D | +5.4% | +1.5% | +3.9% | +5.3% |
| 30D | -3.9% | +10.0% | -13.9% | -4.5% |
| 3M | +7.0% | +28.4% | -21.4% | +5.2% |
| 6M | +14.2% | +37.1% | -22.8% | +11.4% |
| YTD | +48.2% | +7.8% | +40.3% | +47.5% |
| 1Y | +47.7% | +26.0% | +21.6% | +43.9% |
| 3Y | +70.0% | +3.8% | +66.2% | +57.6% |
| All | +70.0% | +3.0% | +67.0% | +57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling