+2.4%
XLU vs EME
+21.8%
-19.4%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -0.6% |
| 7D | -1.6% | +3.5% | -5.1% | -1.8% |
| 30D | -3.3% | -6.3% | +3.0% | -2.9% |
| 3M | -3.2% | -3.8% | +0.6% | -2.8% |
| 6M | -7.0% | +8.5% | -15.5% | -7.9% |
| YTD | +0.6% | +27.8% | -27.2% | -2.1% |
| 1Y | +2.4% | +22.2% | -19.8% | -1.6% |
| All | +2.4% | +21.8% | -19.4% | -1.6% |
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