+64.0%
XLE vs EME
+208.9%
-144.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.6% | +0.6% |
| 7D | -6.7% | -8.8% | +2.1% | -5.9% |
| 30D | -4.4% | -18.2% | +13.8% | -2.7% |
| 3M | +4.0% | -20.2% | +24.2% | +6.0% |
| 6M | +13.2% | -29.9% | +43.1% | +16.9% |
| YTD | +41.9% | +5.7% | +36.2% | +37.3% |
| 1Y | +41.6% | -1.5% | +43.1% | +38.5% |
| 3Y | +64.0% | +208.4% | -144.5% | +27.2% |
| All | +64.0% | +208.9% | -144.9% | +27.2% |
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 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