+172.7%
XLE vs ECL
+150.0%
+22.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +2.2% | -2.6% | +4.8% | +3.4% |
| 30D | +11.8% | -2.2% | +13.9% | +12.8% |
| 3M | +9.8% | +10.1% | -0.3% | +4.2% |
| 6M | +15.6% | -5.7% | +21.3% | +17.4% |
| YTD | +45.3% | +7.0% | +38.3% | +38.2% |
| 1Y | +48.3% | +2.7% | +45.6% | +43.4% |
| 3Y | +55.4% | +57.7% | -2.3% | +16.3% |
| 5Y | +216.1% | +31.1% | +185.0% | +157.8% |
| All | +172.7% | +150.0% | +22.7% | +49.9% |
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 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