+173.9%
XLE vs EME
+948.4%
-774.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.4% | +0.7% |
| 7D | -0.2% | +4.3% | -4.5% | -1.9% |
| 30D | -4.0% | -14.4% | +10.4% | +1.1% |
| 3M | +4.6% | -18.3% | +23.0% | +11.4% |
| 6M | +12.3% | -28.3% | +40.7% | +23.8% |
| YTD | +44.5% | +9.2% | +35.3% | +31.7% |
| 1Y | +42.4% | +4.3% | +38.2% | +31.9% |
| 3Y | +67.0% | +218.6% | -151.6% | -19.4% |
| 5Y | +161.9% | +421.0% | -259.1% | -7.7% |
| 10Y | +173.9% | +928.3% | -754.5% | -34.2% |
| All | +173.9% | +948.4% | -774.5% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling