+158.1%
XLE vs EME
+398.3%
-240.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.6% | +0.6% |
| 7D | -6.7% | -8.8% | +2.1% | -5.4% |
| 30D | -4.4% | -18.2% | +13.8% | -1.6% |
| 3M | +4.0% | -20.2% | +24.2% | +7.3% |
| 6M | +13.2% | -29.9% | +43.1% | +19.0% |
| YTD | +41.9% | +5.7% | +36.2% | +36.1% |
| 1Y | +41.6% | -1.5% | +43.1% | +37.7% |
| 3Y | +64.0% | +208.4% | -144.5% | +9.3% |
| 5Y | +158.1% | +401.9% | -243.8% | +39.3% |
| All | +158.1% | +398.3% | -240.2% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling