+166.9%
XLE vs ECL
+38.6%
+128.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.8% |
| 7D | +5.4% | +2.9% | +2.6% | +5.1% |
| 30D | -3.9% | +7.5% | -11.4% | -4.8% |
| 3M | +7.0% | +12.2% | -5.2% | +5.6% |
| 6M | +14.2% | +24.6% | -10.4% | +10.9% |
| YTD | +48.2% | +18.8% | +29.4% | +44.4% |
| 1Y | +47.7% | +19.3% | +28.3% | +43.8% |
| 3Y | +70.0% | +78.2% | -8.2% | +53.3% |
| All | +166.9% | +38.6% | +128.3% | +160.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling