+988.3%
XLE vs EL
+687.8%
+300.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.3% | -0.6% |
| 7D | -12.0% | +0.8% | -12.8% | -12.3% |
| 30D | -2.7% | +16.5% | -19.3% | -7.0% |
| 3M | +6.6% | +29.2% | -22.6% | -1.7% |
| 6M | +9.5% | +27.9% | -18.4% | +0.3% |
| YTD | +40.6% | +6.2% | +34.4% | +32.8% |
| 1Y | +43.6% | +27.2% | +16.4% | +28.2% |
| 3Y | +58.1% | +3.2% | +54.9% | +40.0% |
| 5Y | +152.2% | -66.0% | +218.2% | +207.5% |
| 10Y | +172.9% | +58.3% | +114.6% | +97.7% |
| All | +988.3% | +687.8% | +300.5% | +378.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling