+81.8%
XLI vs EME
+575.5%
-493.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.3% | -3.3% | -0.2% |
| 7D | -1.7% | +3.5% | -5.2% | -2.7% |
| 30D | -7.3% | -6.3% | -0.9% | -5.5% |
| 3M | -1.3% | -3.8% | +2.4% | -0.9% |
| 6M | +2.2% | +8.5% | -6.3% | -1.4% |
| YTD | +11.7% | +27.8% | -16.1% | +1.8% |
| 1Y | +14.3% | +22.2% | -8.0% | +4.0% |
| 3Y | +70.3% | +253.5% | -183.1% | -2.4% |
| All | +81.8% | +575.5% | -493.7% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling