+49.9%
XLE vs EXE
-18.4%
+68.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.9% | -1.8% | -3.7% |
| 7D | -7.2% | -4.7% | -2.6% | -5.6% |
| 30D | +0.1% | +1.0% | -0.9% | -0.2% |
| 3M | +9.2% | -5.6% | +14.8% | +11.3% |
| 6M | +8.4% | -12.3% | +20.7% | +12.8% |
| YTD | +44.9% | -19.5% | +64.4% | +54.2% |
| 1Y | +49.9% | -18.9% | +68.7% | +58.2% |
| All | +49.9% | -18.4% | +68.3% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling