+48.3%
XEL vs ECL
+57.4%
-9.1%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +2.0% | +1.6% |
| 7D | +1.3% | -0.8% | +2.1% | +1.5% |
| 30D | -1.5% | -2.5% | +1.0% | -0.9% |
| 3M | -0.2% | +8.3% | -8.5% | -2.4% |
| 6M | -5.4% | -1.1% | -4.4% | -5.5% |
| YTD | +5.6% | +6.5% | -0.9% | +3.5% |
| 1Y | +10.5% | +2.1% | +8.4% | +9.3% |
| All | +48.3% | +57.4% | -9.1% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 3y: compounded portfolio wealth divided by compounded ECL 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…
3y analysis · Full analysis span regression · 6 months rolling