+54.9%
XLE vs EME
+249.1%
-194.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | +0.9% |
| 7D | 0.0% | +5.2% | -5.2% | -0.5% |
| 30D | +12.6% | -5.4% | +18.0% | +13.2% |
| 3M | +11.8% | -6.1% | +17.9% | +12.2% |
| 6M | +16.1% | +9.7% | +6.4% | +13.5% |
| YTD | +46.9% | +26.6% | +20.3% | +40.0% |
| 1Y | +53.3% | +24.6% | +28.6% | +44.9% |
| 3Y | +54.9% | +249.6% | -194.7% | +26.1% |
| All | +54.9% | +249.1% | -194.2% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling