+218.0%
XLE vs EL
-67.1%
+285.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.8% | -1.2% |
| 7D | +2.2% | +0.8% | +1.4% | +2.1% |
| 30D | +11.8% | +19.8% | -8.1% | +9.4% |
| 3M | +9.8% | +25.7% | -15.9% | +6.8% |
| 6M | +15.6% | +5.4% | +10.1% | +14.6% |
| YTD | +45.3% | +0.2% | +45.0% | +44.2% |
| 1Y | +48.3% | +20.4% | +27.9% | +42.7% |
| 3Y | +55.4% | -32.1% | +87.6% | +57.2% |
| All | +218.0% | -67.1% | +285.1% | +275.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling