+1,093.3%
XLI vs EME
+20,438.1%
-19,344.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -0.7% |
| 7D | -0.6% | +2.7% | -3.3% | -1.5% |
| 30D | -6.9% | -6.8% | -0.1% | -4.8% |
| 3M | -1.9% | -8.8% | +6.9% | +0.1% |
| 6M | +1.0% | +5.0% | -4.0% | -2.2% |
| YTD | +11.3% | +23.5% | -12.2% | +1.3% |
| 1Y | +15.8% | +21.3% | -5.5% | +4.6% |
| 3Y | +69.8% | +241.1% | -171.2% | +1.5% |
| 5Y | +80.9% | +549.2% | -468.3% | -15.7% |
| 10Y | +257.2% | +1,306.4% | -1,049.2% | +22.3% |
| All | +1,093.3% | +20,438.1% | -19,344.9% | +119.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling