+1,036.2%
XLE vs EME
+17,955.9%
-16,919.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | +4.4% | +11.3% | -6.9% | +0.2% |
| 30D | -4.3% | -14.6% | +10.3% | +0.9% |
| 3M | +6.0% | -20.4% | +26.5% | +14.0% |
| 6M | +13.2% | -28.3% | +41.5% | +24.2% |
| YTD | +46.7% | +8.6% | +38.2% | +35.6% |
| 1Y | +46.6% | +3.2% | +43.4% | +37.7% |
| 3Y | +69.6% | +216.8% | -147.2% | -4.4% |
| 5Y | +166.5% | +417.5% | -250.9% | +20.3% |
| 10Y | +178.0% | +922.2% | -744.2% | -6.2% |
| All | +1,036.2% | +17,955.9% | -16,919.7% | +102.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling