+1,024.7%
XLE vs ECL
+2,210.7%
-1,185.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +2.2% | -2.6% | +4.8% | +3.6% |
| 30D | +11.8% | -2.2% | +13.9% | +13.0% |
| 3M | +9.8% | +10.1% | -0.3% | +3.3% |
| 6M | +15.6% | -5.7% | +21.3% | +17.3% |
| YTD | +45.3% | +7.0% | +38.3% | +37.1% |
| 1Y | +48.3% | +2.7% | +45.6% | +42.5% |
| 3Y | +55.4% | +57.7% | -2.3% | +13.6% |
| 5Y | +216.1% | +31.1% | +185.0% | +145.2% |
| 10Y | +178.4% | +150.9% | +27.5% | +44.5% |
| All | +1,024.7% | +2,210.7% | -1,185.9% | +112.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling