+249.2%
XLE vs EXE
+163.8%
+85.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.5% |
| 7D | -0.2% | +1.5% | -1.7% | -0.9% |
| 30D | -4.0% | -0.2% | -3.8% | -3.9% |
| 3M | +4.6% | -9.2% | +13.9% | +9.0% |
| 6M | +12.3% | -7.2% | +19.5% | +15.7% |
| YTD | +44.5% | -18.3% | +62.8% | +56.1% |
| 1Y | +42.4% | -23.6% | +66.0% | +58.3% |
| 3Y | +67.0% | +21.9% | +45.1% | +45.7% |
| 5Y | +161.9% | +73.7% | +88.3% | +90.0% |
| All | +249.2% | +163.8% | +85.5% | +106.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling