+5.8%
XLU vs EME
+19.7%
-13.9%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | 0.0% |
| 7D | +0.8% | +1.9% | -1.1% | +0.7% |
| 30D | -1.3% | -8.3% | +6.9% | -0.8% |
| 3M | -1.3% | -10.7% | +9.4% | -0.4% |
| 6M | -7.6% | +1.9% | -9.5% | -8.1% |
| YTD | +2.3% | +23.5% | -21.2% | -0.4% |
| 1Y | +5.8% | +18.0% | -12.2% | +1.3% |
| All | +5.8% | +19.7% | -13.9% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling