+163.9%
XLE vs ECL
+205.6%
-41.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -0.4% |
| 7D | -7.9% | -0.5% | -7.4% | -7.8% |
| 30D | -4.8% | +8.8% | -13.7% | -8.6% |
| 3M | +8.4% | +7.8% | +0.5% | +4.3% |
| 6M | +12.7% | +21.3% | -8.6% | +1.9% |
| YTD | +41.3% | +17.8% | +23.5% | +28.3% |
| 1Y | +42.3% | +21.1% | +21.2% | +27.3% |
| 3Y | +65.1% | +80.1% | -15.0% | +16.1% |
| 5Y | +150.2% | +40.5% | +109.7% | +99.8% |
| 10Y | +163.9% | +197.7% | -33.8% | +38.6% |
| All | +163.9% | +205.6% | -41.7% | +38.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling