+328.8%
XLE vs XME
+169.9%
+158.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | -1.9% |
| 7D | -12.0% | -4.5% | -7.5% | -9.8% |
| 30D | -2.7% | -10.9% | +8.1% | +3.2% |
| 3M | +6.6% | -15.3% | +21.8% | +15.4% |
| 6M | +9.5% | -24.6% | +34.2% | +24.1% |
| YTD | +40.6% | -9.6% | +50.2% | +39.8% |
| 1Y | +43.6% | +2.9% | +40.7% | +31.5% |
| 3Y | +58.1% | +86.9% | -28.8% | -2.9% |
| 5Y | +152.2% | +115.2% | +37.0% | +37.4% |
| 10Y | +172.9% | +305.7% | -132.8% | -2.7% |
| All | +328.8% | +169.9% | +158.9% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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