+161.9%
XLE vs EXC
+40.5%
+121.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | -0.2% | -1.4% | +1.1% | 0.0% |
| 30D | -4.0% | +8.3% | -12.3% | -5.7% |
| 3M | +4.6% | +2.6% | +2.0% | +3.9% |
| 6M | +12.3% | +5.2% | +7.1% | +10.7% |
| YTD | +44.5% | +7.5% | +37.0% | +41.3% |
| 1Y | +42.4% | +3.2% | +39.3% | +40.6% |
| 3Y | +67.0% | +29.5% | +37.5% | +52.5% |
| 5Y | +161.9% | +39.7% | +122.3% | +133.9% |
| All | +161.9% | +40.5% | +121.5% | +133.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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